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Oopyright © 1965 by McGraw-Hill, Inc. All Rights Reserved, Printed in the United States of America. No part of this publieation may be reproduced, stored in a retrievaj rsystem, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of the publisher.

60231

12 13 14 15 SH SH 7 5 4 3 2 I 069

Preface

The theory of Laplace transforms or Laplace transformation, also referred to as operational calculus, has in recent years become an essential part of the mathematical background required of engineers, physicists, mathematicians and other scientists. This is because, in addition to being of great theoretical interest in itself, Laplace transform methods provide easy and effective means for the solution of many problems arising in various fields of science and engineering.

The subject originated in attempts to justify rigorously certain "operational rules" used by Heaviside in the latter part of the 19th century for solving equations in electromagnetic theory. These attempts finally proved successful in the early part of the 20th century through the efforts of Bromwich, Carson, van der Pol and other mathematicians who employed complex variable theory.

This book is designed for use as a supplement to all current standard texts or as a textbook for a formal course in Laplace transform theory and applications. It should also be of considerable value to those taking courses in mathematics, physics, electrical engineering, mechanics, heat flow or any of the numerous other fields in which Laplace transform methods are employed.

Each chapter begins with a clear statement of pertinent definitions, principles and theorems together with illustrative and other descriptive material. This is followed by graded sets of solved and supplementary problems. The solved problems serve to illustrate and amplify the theory, bring into sharp focus those fine points without which the student continually feels himself on unsafe ground, and provide the repetition of basic principles so vital to effective learning. Numerous proofs of theorems and derivations of formulas are included among the solved problems. The large number of supplementary problems with answers serve as a complete review of the material in each chapter.

Topics covered include the properties of Laplace transforms and inverse Laplace transforms together with applications to ordinary and partial differential equations, integral equations, difference equations and boundary-value problems. The theory using complex variables is not treated until the last half of the book. This is done, first, so that the student may comprehend and appreciate more fully the theory, and the power, of the complex inversion formula and, second, to meet the needs of those who wish only an introduction to the subject. Chapters on complex variable theory and Fourier series and integrals, which are important in a discussion of the complex inversion formula, have been included for the benefit of those unfamiliar with these topics.

Considerably more material has been included here than can be covered in most first courses. This has been done to make the book more flexible, to provide a more useful book of reference and to stimulate further interest in the topics.

I wish to take this opportunity to thank the staff of the Schaum Publishing Company for their splendid cooperation.

M. R. SPIEGEL

Rensselaer Polytechnic Institute January, 1965

Chapter 1

CONTENTS

Page

THE LAPLACE TRANSFORM .

Definition of the Laplace transform. Notation. Laplace transforms of some elementary functions. Sectional or piecewise continuity. Functions of exponential order. Sufficient conditions for existence of Laplace transforms. Some important properties of Laplace tr~nsforms. Linearity property. First translation or shifting property. Second translation or shifting property. Change of scale property. Laplace transform of derivatives. Laplace transform of integrals. Multiplication by tn. Division by t. Periodic functions. Behavior of !(s) as s -> 00. Initial-value theorem. Final-value theorem. Generalization of initial-value theorem. Generalization of final-value theorem. Methods of finding Laplace transforms. Direct method. Series method. Method of differential equations. Differentiation with respect to a parameter.

- Miscellaneous methods. Use of Tables. Evaluation of integrals. Some special functions. The gamma function. Bessel functions. The error function. The complementary error function. Sine and cosine integrals. Exponential integral. Unit step function. Unit impulse or Dirac delta function. Null functions. Laplace transforms of special functions.

1

Chapter 2

42

THE INVERSE LAPLACE TRANSFORM .

Definition of inverse Laplace transform. Uniqueness of inverse Laplace transforms. Lerch's theorem. Some inverse Laplace transforms. Some important properties of inverse Laplace transforms. Linearity property. Firs~ translation or shifting property. Second translation or shifting property. Change of scale property. Inverse Laplace transform of derivatives. Inverse Laplace transform of integrals. Multiplication by sn. Division by 8. The convolution property. Methods of finding inverse Laplace transforms. Partial fractions method. Series methods. Method of differential equations. Differentiation with respect to a parameter. Miscellaneous methods. Use of Tables. The complex inversion formula. The Heaviside expansion formula. The beta function. Evaluation of integrals.

Chapter 3

78

APPLICATIONS TO DIFFERENTIAL EQUATIONS .

Ordinary differential equations with constant coefficients. Ordinary differential equations with variable coefficients. Simultaneous ordinary differential equations. Applications to mechanics. Applications to electrical circuits. Applications to beams. Partial differential equations.

Chapter 4

APPLICATIONS TO INTEGRAL AND

DIFFERENCE EQUATIONS 112

Integral equations. Integral equations of convolution type. Abel's integral equation. The tautochrone problem. Integro-differential equations. Difference equations. Differential-difference equations.

Chapter 5

COMPLEX VARIABLE THEORY .. ;.......................... 136

The complex number system. Polar form of complex numbers. Operations in polar form. De Moivre's theorem. Roots of complex numbers. Functions. Limits and continuity. Derivatives. Cauchy-Riemann equations. Line integrals. Green's theorem in the plane. Integrals. Cauchy's theorem. Cauchy's integral formulas. Taylor's series. Singular points. Poles. Laurent's series. Residues. Residue theorem. Evaluation of definite integrals.

Chapter 6

CONTENTS

Page

FOURIER SERIES AND INTEGRALS 173

Fourier series. Odd and even functions. Half range Fourier sine and cosine series. Complex form of Fourier series. Parseval's identity for Fourier series. Finite Fourier transforms. The Fourier integral. Complex form of Fourier integrals. Fourier transforms. Fourier sine and cosine transforms." The convolution theorem. Parseval's identity for Fourier integrals. Relationship of Fourier and Laplace transforms. '

Chapter 7

THE COMPLEX INVERSION FORMULA 201

The complex inversion formula. The Bromwich contour. Use of residue theorem, in finding inverse Laplace transforms. A sufficient condition for the integral around r to approach zero. Modification of Bromwich contour in case of branch points. Case of infinitely many singularities.

Chapter 8

APPLICATIONS TO BOUNDARY-VALUE PROBLEMS....... 219

Boundary-value problems involving partial differential equations. Some important partial differential equations. One dimensional heat conduction equation. One dimensional wave equation. Longitudinal vibrations of abeam. Transverse vibrations of a beam. Heat conduction in a cylinder. Transmission lines. Two and three dimensional problems. Solution of boundary-value problems by Laplace transforms.

APPENDIX A. TABLE OF GENERAL PROPERTIES OF '

LAPLACE TRANSFORMS 243

APPENDIX B. TABLE'OF SPECIAL LAPLACE TRANSFORMS 245

APPENDIX C. TABLE OF SPECIAL FUNCTIONS

255

INDEX 257

Chapter 1

DEFINITION OF THE LAPLACE TRANSFORM

Let F(t) be a function oft specified for t > O. Then the Laplace transform of F(t), denoted by 1:.. {F(t)}, is defined by

J::_ {F(t)}

I(s)

S'" e-stF(t) dt

o

(1)

where we assume at present that the parameter e is real. Later it will be found useful to consider s complex.

The Laplace transform of F(t) is said to exist if the integral (1) converges for some value of 8; otherwise it does not exist. For sufficient conditions under which the Laplace transform does exist, see Page 2.

NOTATION

If a function of t is indicated in terms of a capital letter, such as F(t), G(t), Y(t), etc., the Laplace transform of the function is denoted by the corresponding lower case letter, i.e. 1(8), g(s), y(s), etc. In other cases, a tilde (-) can be used to denote the Laplace transform. Thus, for example, the Laplace transform of u(t) is it (s).

LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS

The adjacent table shows Laplace transforms of various elementary functions. For details of evaluation using definition (1), see Problems 1 and 2. For a more extensive table see Appendix B, Pages 245 to 254.

F(t) c {F(t)} = 1(8)
1. 1 1 8>0
s
2. t 1 8>0
-
82
3. tn n! 8>0
sn+l
n"" 0,1,2, 000 Note. Factorial n = n! "" l' 2·· on
Also, by definition O! "" 1.
4. eat 1 8>a
--
8-a,
5. sin at a 8>0
82+ a2
6. cos at e 8>0
82 + a2
7. sinh at a 8> lal
82- a2
8. cosh at 8 8> lal
82- a2 1

2

I

THE LAPLACE TRANSFORM

[CHAP. 1

SECTIONAL OR PIECEWISE CONTINUITY

A function is called sectionally continuous or piecewise continuous in . an interval a ~ t ~ (3 if the interval can be subdivided into a finite number of intervals in each of which the function is continuous and has finite right and left hand limits.

F(t)

I

I

~i

I I I

I I

I I

I I

Fig.l-1

An example of a function which is sectionally continuous is shown graphically in Fig. 1-1 above. This function has discontinuities at t1, t« and t3. Note that the right and left hand limits at t2, for example, are represented by lim F(t2 + €) = F(t2 + 0) == F(t2+)

._0

and lim F(t2 - f) == F(t2 - 0) = F(t2-) respectively, where € is positive.

<_0

FUNCTIONS OF EXPONENTIAL ORDER

If real constants M> 0 and y exist such that for all t > N

./

I F(t) I < Meyt

or

we say that F(t) is a function of exponential order y as t~ 00 or, briefly, is of exponential order.

Example 1. F(t) = t2 is of exponential order 3 (for example), since It21 = t2 < e3t for all t> O. Example 2. F(t) = et3 is not of exponential order since 1 e-Yt et31 = et3-yt can be made larger than any given constant by increasing t.

Intuitively, functions of exponential order cannot "grow" in absolute value more rapidly than Me» as t increases. In practice, however, this is no restriction since M and y can be as large as desired.

Bounded functions, such as sin at or cos at, are of exponential order.

SUFFICIENT CONDITIONS FOR EXISTENCE OF LAPLACE TRANSFORMS Theorem 1-1. If F(t) is sectionally continuous in every finite interval 0 ~ t ~ Nand of exponential order y for t > N, then its Laplace transform f(s) exists for all s > y.

For a proof of this see Problem 47. It must be emphasized that the stated conditions are sufficient to guarantee the existence of the Laplace transform. If the conditions are not satisfied, however, the Laplace transform mayor may not exist [see Problem 32]. Thus the conditions are not necessary for the existence of the Laplace transform.

For other sufficient conditions, see Problem 145.

CHAP. 1]

THE LAPLACE TRANSFORM

3

SOME IMPORTANT PROPERTIES OF LAPLACE TRANSFORMS

In the following list of theorems we assume, unless otherwise stated, that all functions satisfy the conditions of Theorem 1-1 so that their Laplace transforms exist.

1. Linearity property.

Theorem 1-2. If Cl and C2 are any constants while Fl(t) and F2(t) are functions with Laplace transforms Ids) and f2(s) respectively, then

The result is easily extended to more than two functions.

Example.

~ {4t2 - 3 cos 2t + 5e-t} = 40(' {t2} - 30(' {cos 2t} + 50(' {e-t}

= _§_ _ ~ + _5_

83 82+48+1

The symbol J::_, which transforms F(t) into I(s), is often called the Laplace transformation operator. Because of the property of J:._ expressed in this theorem, we say that J:._ is a linear operator or that it has the linearity property.

2. First translation or shifting property.

Theorem 1-3. If J::_ {F(t)} = f(s) then J:._{eatF(t)}

f(8 - a)

(3)

Example.

Since

0(' {cos 2t} ==

8

82 + 4' we have

8+1

(8 + 1)2 + 4

=

8+1

0('{e-tcos2t} =

82 + 28 + 5

3. Second translation or shifting property.

{F(t-a) i > a

Theorem 1-4. If J:._ {F(t)} = f(8) and G(t) = 0 t < a' then

J::_ {G(t)}

e -as /(8)

(4)

3! 6

Example. Since 0(' {t3} = 84 = 84' the Laplace transform of the function

G(t) = {(t - 2)3 t > 2

o t < 2

4. Change of scale property.

Theorem 1-5. If J::_ {F(t)} = I(s), then

J:._ {F(at)}

~/ (~)

(5)

Example. Since

J.:. {sin t}

1

== 82 + l' we have

0(' {sin 3t} = i (8/3); + 1 =

4

THE LAPLACE TRANSFORM

[CHAP. 1

5. Laplace transform of derivatives.

Theorem 1-6. If o(_ {F(t)} = I(s), then

o(_ {F'(t)}

81(8) - F(O)

(6)

if F(t) is continuous for 0 2 t 2 N and of exponential order for t > N while F'(t) is sectionally continuous for 02 t 2 N.

8

Example. If F(t) = cos 3t, then .e {F(t)} = 82 + 9 and we have

.e{F'(t)} = .e{-3sin3t} = SC2:9) - 1 ::::

-9 82 + 9

The method is useful in finding Laplace transforms without integration [see Problem 15].

Theorem 1-7. If in Theorem 1-6, F(t) fails to be continuous at t = 0 but lim F(t) = F(O+) exists [but is not equal to F(O), which mayor may not exist]. then

t ... o

.c {F'(t)}

81(s) - F(O+)

(7)

Theorem 1-8. If in Theorem 1-6, F(t) fails to be continuous at t = a, then

o(_ {F'(t)}

81(s) - F(O) - e-lIS {F(a+) - F(a-)}

(8)

where F(a+) - F(a-) is sometimes called the jump at the discontinuity t = a. For more than one discontinuity, appropriate modifications can be made.

Theorem 1-9. If o(_ {F(t)} = I(s), then

o(_ {F"(t)} S2 f(8Y(_ 8 F(O) - F'(O)

(9)

if F(t) and F'(t) are continuous for 02 t 2 N· and of exponential order for t » N while F"(t) is sectionally continuous for 0 2 t :2 N.

If, F(t) and F'(t) have discontinuities, appropriate modification of (9) can be made as in Theorems 1-7 and 1-8.

Theorem 1-10. If o(_ {F(t)} = 1(8), then

sn f(s) - sn-l F(O) - sn-2 F'(O) - ... - S F<n-2)(O) - F<n-ll(O)

(10)

if F(t), F'(t), ... , F<n-ll(t) are continuous for 0 2 t 2 N and of exponential order for t > N while Fcn)(t) is sectionally continuous for 0 2 t 2 N.

6. Laplace transform of integrals.

Theorem 1-11. If o(_ {F(t}} = /(8), then

o(_ {~t F(u) dU}

(11)

Example. Since

2

.e {sin 2t} ::: 82 + 4'

we have

=

2

8(82 + 4)

as can be verified directly,

CHAP. 1]

THE LAPLACE TRANSFORM

5

7. Multiplication by tr.

Theorem 1-12. If aC.. {F(t)} = f(s) , then

dn

aC.. {tn F(t)} (-l)n dsn 1(8)

(12)

1

Example. Since .,( {e2t} = s _ 2' we have

1

{s - 2)2

= ~(_1_\ __ . _2_

ds2 8 -2/ - (s - 2)3

8. Division by t.

Theorem 1-13.

If aC.. {F(t)} = 1(8), then

aC.. {F~t)} = JOJ I(u) du

(13)

provided lim F(t)/t exists.

t ... o

Example. Since

.,( {sin t} =

1

. sin t

and lim -t- = 1,. we have t ... o

82 + 1

{sin t i fOJ du

"c - >- = -- = tan "! (l/s)

t J s u2 + 1

9. Periodic functions.

Theorem 1-14. Let F(t) have period

Then

c {F(t)}

/~-

T >/0 so that F(t + T) = F(t) [see Fig. 1-2].

S T e-st F(t) dt

o

1 - e sT

(14)

F(t)

~ __ ~P~e~ri~od __ T __ ~

I

Fig. 1-2

10. Behavior of I(s) as s ~ 00.

Theorem 1-15. If i; {F(t)} = 1(8), then

lim 1(8)

s _, QO

o

(15)

11. Initial-value theorem.

Theorem 1-16. If the indicated limits exist, then

lim F(t)

t-O

lim 8/(8)

s ... OJ

(16)

6

THE LAPLAOE .TRANSFORM

[CHAP. 1

12. Final-value theorem.

Theorem 1-17. If the indicated limits exist, then

lim F(t) lim s {(s)

t .... IX! s-.o

(17)

13. Generalization of initial-value theorem.

If lim F(t)/G(t) = 1, then we say that for values of t near t = 0 [small tJ, F(t) is

t ... o

close to G(t) and we write F(t) - G(t) as t _, O.

Similarly if lim {(s)/g(s) = 1, then we say that for large values of s, {(s) is

s .... 00

close to g(s) and we write [(s) - g(s) as s :> 00.

With this notation we have the following generalization of Theorem 1-16. Theorem 1-18. If F(t) - G(t) as t ~ 0, then {(s)'_' g(s) as s -? 00 where {(s) = .J:. {F(t)} and g(s) = .r.:. {G(t)}.

14. Generalization of final-value theorem.

If lim F(t)/G(t) = 1, we write F(t) - G(t) as t~ 00. Similarly if lim {(s)/g(s) = 1,

tr+ 00 S-.-O

we write {(s) ,.._ g(s) as 8 -? O. Then we have the following generalization of Theorem 1-17.

Theorem 1-19. If F(t) - G(t) as t -? 00, then {(8) - g(s) as s_'O where /(s) = .J:. {F(t)} ari~/=.r.:. {G(t)}.

\ ~ETHODS OF FINDING LAPLACE 'TRANSFORMS

/ l\'J Various means are available for determining Laplace transforms as indicated in the following list.

1. Direct method. This involves direct use of definition (1).

2. Series method. If F(t) has a power series expansion given by

(18)

its Laplace transform can be obtained by taking the sum of the Laplace transforms of each term in the series. Thus

af) al 2 ! a2 -r-' ~ n! an

.J:. {F(t)} = 8 + S2 + sa + ... ~ ~o sn+l

(19)

A condition under which the result is valid is that the series (19) be convergent for 8 > r- See Problems 34, 36, 39 and 48.

3. Method of differential equations. This involves finding a differential equation satisfied by F(t) and then using the above theorems. See ProblemsBd and 48.

4. 'Differentiation with respect to a parameter. See Problem 20.

5. Miscellaneous methods involving special devices such as indicated in the above theorems, for example Theorem 1-13.

6. Use of Tables (see Appendix).

CHAP. II

THE LAPLACE TRANSFORM

7

EVALUATION OF INTEGRALS If 1(8) = .,c {F(t)}, then

1(8)

(20)

Taking the limit as 8 ~ 0, we have

~Q'j F(t) dt

f(O)

(21)

assuming the integral to be convergent.

The results (20) and (21) are often useful in evaluating various integrals. See Problems 45 and 46.

SOME SPECIAL FUNCTIONS I. The Gamma function.

If n> 0, we define the gamma function by

r(n) = f co un-1 e-U du

o

(22)

The following are some important properties of the gamma function.

1.

r(n + 1) = nr(n), n> 0

Thus since r(l) =,1, we have r(2) = 1, r(3) = ~! = 2, .r(4) = 3! and in general r(n + 1) = n!, if n is a positive integer. For this reason the function is sometimes called the factorial function.

2. ret) V;
3. r(p) r(1- p) tt O<p<l -.
sin p7r
4. For large n,
r(n+ 1) ~nne-n [Here r- means "approximately equal to for large n". More exactly, we write F(n) - G(n) if lim F(n)/G(n) = 1.] This is called Stirlin.g's formula.

n-> co

5. For n < 0 we can define r(n) by r(n)

r(n+ 1) n

II. Bessel functions.

We define a Bessel function of order n by

p {V ~

1 - +

2n r{n + 1) 2(2n + 2) 2· 4(2n + 2)(2n + 4)

... }

(23)

Some important properties are

1. J-n(t) = (-1)nJn(t) if n is a positive integer 2n

2. In+1 (t) = TJn(t) - J,,-l (t)

d

3. dt {tn In(t)} = tn In-dt). If n = 0, we have J;(t) = -J1 (t).

00

4. e'ht(u-1Iu) = ~ In(t)un

n = -e ec

This is called the generating function for the Bessel functions.

8

THE LAPLACE TRANSFORM

[CHAP. 1

5. In(t) satisfies Bessel's differential equation.

t2 Y"(t) + t y'(t) + W - n2) Y(t) °

It is convenient to define J n (it) Bessel function of order n.

III. The Error function is defined as

erf (t)

IV.

i-n In(t) where In(t) is called the modified

2 it

- e-u2 du.

V;o

(24)

The Complementary Error function is defined as

2 it

1 - - e-u2du

V;o

erfc (t)

1 - erf(t)

(25)

V. The Sine and Cosine integrals are defined by

VII. The Unit Step function, also called H eaviside's unit function, is defined as

{o t < a 1 t > a

1 T
liE
I
I
t
a
Fig.1·S Fig. 1·4 Si (t)

Ci (t)

VI. The Exponential integral is defined as

Ei (t)

U(t - a)

See Fig. 1-3.

U(t - a)

It sinu du. Jo u

(26)

f'" cosu du t U

(27)

f"'e-u

-. -du t u

(28)

(29)

VIII. The Unit Impulse function or Dirac delta function.

Consider the function

.

Fe (t)

rllE 0;;:;; t ~." i,o t>€

(30)

where" > 0, whose graph appears in Fig. 1-4.

CHAP. 1]

THE LAPLACE TRANSFORM

9

It is geometrically evident that as e ~ 0 the height of the rectangular shaded region increases indefinitely and the width decreases in such a way that the area

is always equal to 1, i.e. S~ F.(t) dt = 1.

o

This idea has led some engineers and physicists to think of a limiting function, denoted by S(t), approached by F.(t) as € ~ O. This limiting function they have called the unit impulse function or Dirac delta function. Some of its properties are

1.

S'" 8(t) dt = 1

o

Soo 8(t) G(t) dt = G(O)

o

for any continuous function G(t).

2.

3.

_fOO o(t - a) G(t) dt = G(a)

o

for any continuous function G(t).

Although mathematically speaking such a function does not exist, manipulations or operations using it can be made rigorous.

IX. Null functions. If "l{(t) is a function of t such that for all t:'> 0

it "l{(u)du 0

o

(31)

we call "l{(t) a null function.

Example. The function F(t) = {- i

t = 1/2 t:::: 1 otherwise

is a null function.

In general, any function which is zero at all but a countable set of points [i.e. a set of points which can be put into one-to-one correspondence with the natural numbers 1,2,3, ... ] is a null function.

LAPLACE TRANSFORMS OF SPECIAL FUNCTIONS

In the following table we have listed Laplace transforms of various special functions.

For a more extensive list see Appendix B, Page 245.

Table of Laplace transforms of special functions

F(t) f(s) :::: .J.:.. {F(t)}
1. tn r(n + 1)
sn+l
Note that if n = 0,1,2, ... this
reduces to entry 3, Page 1.
Jo(at) 1
2. ";s2+ a2
.
3. J neat) _ (";82 + a2 - 8)n
an";S2+ a2
4. sin Vi y; e-1/4s
283/2
5. cos ..;t -s->
Vt ~ 10

THE LAPLACE TRANSFORM

[CHAP. 1

Table of Laplace transforms of special functions (cont.)

F(t) 1(8) == .e. {F(t)}
82/4
6. erf (t) _13 _ eric (8/2)
8
7. erf("Vt) 1
8y'8 + 1
8. Si (t) .!_ tan-I!
8 8
9. Ci (t) In (82 + 1)
28
10. Ei (t) In (8 + 1)
8
11. 11(t - a) e-as
--
8
12. 8(t) 1
13. 8(t - a) e-as
14. "l-{(t) 0 Solved Problems

LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS

1. Prove that:

1 (a).e{1}=-, 8>0; 8

1

(b) .e {t} = 2' 8> 0; (c).e {eat} s

1

s _ a' s > a.

(b)

fo"" e-st (1) dt p
.e. {I} = = lim i e-st dt
P_oo 0
e-st IP lim 1 - e~sP 1 if 8> 0
= lim - = =
p_", -8 0 P .... '" 8 8
~oo e-st (t) dt p
c (t) = = lim i t e-st dt
p-", 0 (a)

= lim (t) (e-st) _ (l)(e~st) IP

p_oo -8 8 0

1

= if 8>0

82

where we have used integration by parts.

=

CHAP. 1]

THE LAPLACE TRANSFORM

11

(c)

e-(s-a)t IP lim

P .... co -(s - a) 0

1 - e-(s-a)P lim

P .... oo s-a

1

if 8> a

8-a

For methods not employing direct integration, see Problem 15.

2. Prove that (a)"e {sin at}

a

s

(b) J:.. {cos at} = s2+a2 if 8>0.

(a)

"e {sin at}

~'" e-st sin at dt

P

lim r e-st sin at dt P .... ., Jo

e-st (- 8 sin at - a cos at) loP lim

P_,,,,, 82 + a2

lim {_~ _ e-sP (s sin aP + a cos ap)}

P ..... co 82 + a2 s2 + a2

if 8> 0

(b)

.,e {cos at}

~'" e-st cos at dt

P

lim r e-st cos at dt P .... ec Jo

lim e-st (- s cos at + a sin at) loP

P_'oo 82 + a2

l.{ s. e-sP (s cos aP .;_ a sin ap)}

1m ----

P _, co 82 + a2 82 + a2

if 8> 0

We have used here the results

f eat sin (3t dt

eat (a sin (3t - (3 cos (3t) a2 + (32

(1)

f eat cos (3t dt

eat (a cos (3t + (3 sin (3t) a2 + (32

(2)

Another method. Assuming that the result of Problem l(c) holds for complex numbers (which can be proved), we have

.,e {eiat}

1

=

8-ia

=

s+ia 82 + a2

(8)

But eiat = cos at + i sin at. Hence

.,e {eiat} .J:"" e-st (cos at + i sin at)

= .("" e-st cos at dt + i J:"" e-st sin at dt

.e {cos at} + i.e {sin at}

From (8) and (4) we have on equating real and imaginary parts,

"e {cos at}

8

82 + a2'

.e {sin at}

a

== 82 + a2

12

THE LAPLACE TRANSFORM

[CHAP; 1

3. Prove that

(a) J.:.. {sinh at}

a

s (b) J.:.. {cosh at} = -sz---a-z

if 8> lal.

(a)

.t:. {sinh at}

J:"'(eat - e-at)

e-st dt

o 2

! roo e-st eat dt _ _! roo e-st e-at dt

2 )0 2 )0

1 1

:::: -.t:.{eat} - -.t:.{e-at}

2 2

1{ 1 1-}

2 s-a-8+a

a

82 _ a2 for 8 > lal

Another method. Using the linearity property of the Laplace transformation, we have at once

.t:. {cosh at}

.t:. { eat -2 e-at } 1 1
-.t:. {eat} - "2.J:. {e-at}
2
!{_1 ___ 1_~ a for 8> lal
2 8-a s+aJ 82- a2
.t:_ {eat +2 e-at} 1 1
-.t:.{eat} + -.t:.{e-at}
2 2
1 {II} s for 8 > lal
2" s-a+s+a --
82- a2 .(_ {sinh at}

(b) As in part (a),

4. Find J:._ {F(t)} if F(t)

{5 0 < t < 3 o t > 3

By definition,

.t:. {F(t)}

So'" e-st F(t) dt

3

5 So e-st dt =

e-st 13

5-

-8 0

THE LINEARITY PROPERTY

5. Prove the linearity property [Theorem 1-2, Page 3].

Let .('{Fdt)}:::: 11(s) = £'" e-stFdt)dt and .t:.{F2(t)} = 12(8) = J:"" e-stF2(t)dt. Then if Cl and C2 are any constants,

Cl So'" e-st Fdt)dt + C2 £"" e-st F2(t) dt = Cl.t:.{Fl(t)} + c2.t:.{F2(t)}

The result is easily generalized [see Problem 61].

CHARI]

THE LAPLACE TRANSFORM

13

6. Find .J:.. {4e5t + 6tB - 3 sin4t +2 cos2t}.

By the linearity property [Problem 5J we have

.e{4e5t + 6tS - 3sin4t + 2cos2t} = 4.e{e5t} + 6.e{t3} - 3.e{sin4t} + 2.,({cos2t}

_4_ + 36 12 28

8 - 5 84 - 82 + 16 + 82 + 4

where 8> 5.

TRANSLATION AND CHANGE OF SCALE PROPERTIES

7. Prove the first translation or shifting property: If.J:.. {F(t)} = I(s), then "e {eat F(t)} f(s -a).

We have .e {F(t)} = J:"" e-st F(t) dt = 1(8)
Then .e {eat F(t)} = J:'" e-st {eat F(t)} dt
fo'" e-cs-a>t'F(t) dt 1(8 - a) 8. Find (a).e {t2e3t}, (b).e {e-2t sin 4t}, (c).e {e4t cosh 5t}, (d) .e {e-Zt(3 cos 6t - 5 sin 6t)}.

(a) .e {t2} = :~ = :3' Then .e {t2e3t}

2

(8 - 3)3'

(b) .e {sin 4t}

4

= 82 + 16·

Then .e {e-2t sin 4t} =

4

4

=

82+ 48 +20'

(8 + 2)2 + 16

(c) .e {cosh 5t}

8

= 82- 25·

Then .e {e4t cosh 5t} =

8-4

8-4

82-88-9 .

(8 - 4)2 - 25

Another method •

.e {e4t cosh 5t}

= 1{ 1 + 11 = 2 8-9 8+1J

8-4

82-88-9

(d) .e {3 cos 6t - 5 sin 6t} = 3.e {cos 6t} - 5.e{sin 6t}

= 3 C2 : 36) - 5 ( 82136) = !: ~ :~

Then

.e{e-2t(3 cos6t - 5 sin6t)}

=

3(8 + 2) - 30 (8 + 2)2 + 36

38-24 82+ 48 + 40

14

THE LAPLACE TRANSFORM

9. Prove the second translation or shifting property:

{F(t-a) t:» a

If ..r.:. {F(t)} = I(s) and G(t) = 0 t < a '

then ..r.:. {G(t)} = e== {(s).

..e {G(t)}

.( co e-st G(t) dt

.(a e-:-st G(t) dt + i'" e-st G(t) dt Ioa e-st (0) dt + J:'" e-st F(t - a) dt .f"e-st F(t - a) dt

.('" e-S(U+U) F(u) du

e-as .("" e-SU F(u) du

e-as /(8)

where we have used the substitution t = u + a.

10. Find .e {F(t)} if F(t)

{~oS (t - 27T/3)

Method 1.

..e {F(t)} = (271"/3 e-st (0) dt + c: e-st cos (t - 21713) dt

)0 )271"/3

J:OO e-S(U+21T/3) cos u du

e-271"s/3 .(00 e-su cosu du

8e-271"s/3 82+ 1

Method Z. Since..e {cos t}

8

82 + l' it follows from Problem 9, with a = 217/3, that

..e {F(t)}

8e-271"s13 82 + 1

11. Prove the change 01 scale property: If.e {F(t)} = I(s), then .e {F(at)}

..e {F(at)}

.(00 e-st F(at) dt

= .J:'" e-s(u/a) F(u) d(ula) !ioo e-su/aF(u)du

a 0

=

using the transformation t = ula.

[CHAP. 1

CHAP, I]

THE LAPLACE TRANSFORM

15

12. Given that ~{Si~t} = tan-1(1/s), find o{'{Si~at}.

By Problem 11,

c {Si:t}

1 I

-tan-1 {l/(s/a)} = -tan-1 (a/s)

a a

Then

,,{Sin atl _

0<... -t-J - _ tan "! (a/s).

LAPLACE TRANSFORM OF DERIVATIVES

13. Prove Theorem 1-6: If .t.:._ {F(t)} = f(s), then ~ {F'(t)}

s {(s) - F(O).

Using integration by parts, we have

.e {F'(t)}

fo'" e-st F'(t_) dt :=

P

lim r e-st F'(t) dt

P ... '" J 0

=

lim {e-st F(t) IP +

P-+'" 0

_ s fop e-st F(t) -l

F(O) + e fop e-st F(t) -l

lim {e-sp F(P)

p-+oo

s So ec e -st F(t) dt - F(O)

8/(8) - F(O)

using the fact that F(t) is of exponential order y as t -,) =, so that

lim e-sP F(P)

P-t-ct;

o for s > y.

For cases where F(t) is not continuous at t:= 0, see Problem 68.

14. Prove Theorem 1-9, Page 4: If.t.:._ {F(t)} = {(8) then .t.:._ {F"(t)} = 82 {(8) - s F(O) - F'(O).

By Problem 13,

~{Gf(t)} = s~{G(t)} - G(O) Let G(t) = F'(t). Then

~ {F"(t)} 8 ~ {F'(t)} - F'(O)

8 [8.t:. {F(t)} - F(O)] - F'(O)

s g(s) - G(O)

82.t:. {F(t)} - 8 F(O) - F'(O) = 82 {(8) - 8 F(O) - F'(O)

The generalization to higher order derivatives can be proved by using mathematical induction [see Problem 65].

15. Use Theorem 1-6, Page 4, to derive each of the following Laplace transforms:

1 1 . 1·

(a) ~ {I} = s' (b) ~ It} = 82' (c) ~ {eat} = e-:«'

Theorem 1-6 states, under suitable conditions given on Page 4, that

~ {F'(t)}

s .t:. {F(t)} - F(O)

(1)

16

THE' LAPLACE TRANSFORM

[CHAP> 1

(a) Let Fet) = 1. Then F'(t) = 0, F(O) = 1, and (1) becomes

0( {O} = () = 80( {1} -1

or

0( {I} = I/s

(2)

(b) Let F(t) = t. Then F/(t) = 1, F(O) :::; 0, and (1) becomes using part (a)

0( {I} = I/s = 8.,e {t} - 0

or

.,e {t} = I/s2

(3)

By using mathematical induction we can similarly show that J.:_ {tn} = n!/sn+l for any positive integer n.

(c) Let F(t) = eat. Then F/(t) = ae», F(O) :::; 1, and (1) becomes

1/(8 - a)

16. Use Theorem 1-9 to show that

Let F(t) = sin at. Then F/(t) = a cos at, F"(t) = -a2 sin at, F(O) = 0, F'(O) = a. Hence from the result

0( {F"(t)}

82.,e {F(t)} - 8 F(O) - F/(O)

we have

J.:_ {- a2 sin at}

82 'J:. {sin at} - s (0) - a

i.e.

-a2.,e {sin at}

82 .,e {sin at} - a

or

J:. {sin at}

a

82 + a2

LAPLACE TRANSFORM OF INTEGRALS

17. Prove Theorem 1-11: If or:.. {F(t)} = 1(8), then or:.. {~t F(u) d1J} = 1(8)/8.

it.

Let G(t) = i F(u) dn, Then G/(t) = F(tl and G(O) = O. Taking the Laplace transform

of both sides, we have

.,e {G'(t)}

8 J:. {G(t)} - G(O)

8 J:. {G(t)}

f(8)

Thus

J:.{G(t)}

f(8)

8

or

J:.{ft F(u) dU} = f~)

, 0 )

. { rt sin u }

18. Fmd or:.. Jo -u- du .

We have by the Example following Theorem. 1-13 on Page 5,

1 tan "! - s

Thus by Problem 17,

1 1 - tan-is 8

GHAP.l]

THE LAPLACE TRANSFORM

17

MULTIPLICATION BY POWERS OF t

19. Prove Theorem 1-12, Page 5:

If of:. {F(t)} = I(s), then of:. {tn F(t)} = (~l)n :;n 1(8) = (-I)n I(n)(s) where n = 1,2,3, ....

We have

f(s)

[00 rst F(t) dt

• 0

Then by Leibnitz's rule for differentiating under the integral sign,

dl ds

/,(s)

_!i foo e~st F(t} dt ds 0

.£00 j_e~st F(t) dt o as

SOO +te :»! F(t} dt o

=

- So'" e~st{tF(t)} dt

-.e {t F(t)}

Thus

.( {tF(t)}

dt - ds

-f'(8)

(1)

which proves the theorem for n = 1.

To establish the theorem in general, we use mathematical induction. Assume the theorem true for n = k, i.e. assume

f eo e~st {tl< F(t)} dt

• 0

(-1)1< l(k)(S)

(2)

Then

~ fOO e~st{tkF(t)}dt = (-I)I</(k+1)(s) ds J.o

or by Leibnitz's rule,

- S'" e~st {tk+1F(t)} dt = (_I)k l(k+1)(8) o

i.e.

So eo e-st {tHI F(t)} dt

(_I)k+l/(k+1)(S)

(3)

It follows that il (2) is true, i.e. if the theorem holds for n = k, then (3) is true, i.e. the theorem holds for n = k + 1. But by (1) the theorem is true for n = 1. Hence it is true for n = 1 + 1 = 2 and n = 2 + 1 = 3, etc., and thus for all positive integer values of n.

To be completely rigorous, it is necessary to prove that Leibnitz's rule can be applied. For this, see Problem 166.

20. Find (a) of:. {t sin atL (b) of:. {t2 cos at}.

(a) Since .e {sin at} =

a

82 + a2 ' we have by Problem 19

.e {t sin at} _.!:_ (_a_)

ds S2 + a2

2as

18

THE LAPLACE TRANSFORM

[CHAP. 1

Another method.

Since

oC {cos at}

f'" e-st cos at dt o

we have by differentiating with respect to the parameter a [using Leibnitz's rule],

d ~'"

- J e-st cos at dt da 0

1:'" e-st {- t sin at} dt

- oC {t sin at}

from which

2as

oC {t sin at}

2as

Note that the result is equivalent to :a oC {cos at} = .c {:a cos at}.

(b) Since oC {cos at}

we have by Problem 19

oC {t2 cos at}

d2 ( S )

ds2 s2 + a2

2s3 - 6a2s (s2 + a2)3

We can also use the second method of part (a) by writing

oC {t2 cos at}

oC {- _!:_. 2 (cos at)} da2

which gives the same result.

DIVISION BY t

21. Prove Theorem 1-13, Page 5: If.J.:._ {F(t)} = 1(8), then .e {F~t)} = foo f(u) duo

Let G(t) = F~t). Then F(t) t G(t). Taking the Laplace transform of both .sides and using

Problem 19, we have

oC {F(t)}

d

- -oC {G(t)} ds

or

f(s)

Then integrating, we have

y(s)

- J~s feu) du

i'" feu) du

(1)

i.e.

J.'" f(u)du

Note that in (1) we have chosen the "constant of integration" so that lim y(s) = 0 [see Theorem S~QO

1-15, Page 5].

22. (a) Prove that 100 F~t) dt = J:'" I(u) du provided that the integrals converge.

roo sin t 7r'

(b) Show that Jo -t- dt = 2'

(c) From Problem 21,

(00 e-st F(t) dt

Jo t

Is"" feu) du

CHAP. 1]

THE LAPLACE TRANSFORM

19

Then taking the, limit as s ~ 0+, assuming the integrals converge, the required result is obtained.

(b) Let F(t) = sin t so that f(8) = 1/(82 + 1) in part (a). Then

[00 sin t dt Jo t

t" du Jo u2 + 1

tan=! U \:

2

PERIODIC FUNCTIONS

23. Prove Theorem 1-11,., Page 5: If F(t) has period T > 0 then

iT e-st F(t) dt

~ {F(t)}

1 - e-sT

We have

.e {F(t)}

r e-st F(t) dt

=

T ~2T [3T

i e-st F(t) dt + JT e-st F(t) dt + ~ 2T e-st F(t) dt + ...

In the second integral Jet t = u + T, in the third integral let t = u + 2T, etc. Then

T T . T

c {F(t)} = l e-SU F(u) du + i e-s(u+ Tl F(u + T) du + l e-s(u+2T) ri« + 2T) du + ....

T T T

= i e-SU F(u) du + e-sT i e-SU F(u) du + e-2sT 50 e--SU F(u) du + ...

. T

(1 + e-sT + e-2sT + ... ) i e-SU F(u) du

T

.f e-SU F(u) du o

1 - e sT

where we have used the periodicity to write F(u + T) = F(u), F(u + 2T) = F(u), ... , and the fact that

1 l-r'

Irl < 1

24. (a) Graph the function

F(t) {~in t

extended periodically with period 27T.

O<t<7T 7T < t < 271"

(b) Find ~ {F(t)}.

(a) The graph appears in Fig. 1-5.

pet)

Fig. 1-5

20

THE LAPLACE TRANSFORM

[CHAP. 1

(b) By Problem 23, since T = 217, we have

1 _! 21TS f21T e-st F(t) dt o

.e {F(t)}

1 _! 21TS f1T e-st sin t dt o

l' {e-st (- 8 sin t - cos t)} 11T

1 - e. 217< 82 + 1 0

1 {1 + e-1TS}

1 - e 2'ITS 82 + 1

1

(1 - e '1TS)(82 + 1)

using the integral (1) of Problem 2, Page 11.

The graph of the function F(t) is often called a half wave rectified 8ine curve.

INITIAL AND FINAL VALUE THEOREMS 25. Prove the 'initial-value theorem: lim F(t)

t_O

lim 8/(8).

s ... co

By Problem 13,

.e {F'(t)}

,coo e-st F'(t) dt o

8 f(8) - F(O)

(1)

But if F/(t) is sectionally continuous and of exponential order, we have

lim c: e-st F'(t) dt

s-+co Jo

o

(2)

Then taking the limit as 8--'> 00 in (1), assuming F(t) continuous at t::: 0, we find that

o = lim 8 f(8) - F(O)

<-'"

or

lim 8 f(8) = F(O) = lim F(t)

s ...... co t ... o

If F(t) is not continuous at t = 0, the required result still holds but we must use Theorem 1-7, Page 4 •

26. Prove the final-value theorem: lim F(t)

t~C()

lim 8 f(8).

s .. O

By Problem 13,

.e {F'(t)} = i'" rst F'(t) dt

o

S f(8) - F(O)

The limit of the left hand side as B --> 0 is

lim f.'" e-st F'(t) dt

s ... 0 0

f'" F'(t) dt o

lim {F(P),:c- F(O)}

p ... ",

p

lim r F'(t) dt

P-+oo Jo

lim F(t) - F(O)

t_",

The limit of the right hand side as s --> 0 is

lim 8 f(8) - F(O)

s ... o

Thus

lim F(t) - F(O)

t ... '"

lim 8 f(8) - F(O)

s-o

or, as required,

lim F(t)

t-'"

lim B /(8)

.... 0

If F(t) is not continuous, the result still holds but we must use Theorem 1-7, Page 4.

CHAP. 1]

THE . LAPLACE TRANSFORM

.21

27. Illustrate Problems 25 and 26 for the function F(t) :::: 3e-2t• 3

We have F(t) = 3e-2t, f(s) = oC {F(t)} = s + 2'

By the initial-value theorem (Problem 25), lim 3e-2t t-O

I· 3s Im-- 8-+008+2

or3 = 3, which illustrates the theorem.

By the final-value theorem (Problem 26),

lim 3e-2t

1. 38

lm-- 8_08 + 2

.or 0 = 0, which illustrates the theorem.

THE GAMMA FUNCTION

28. Prove: (a) r(n + 1) = nr(n), n > 0; (b) r(n + 1)

n!, n = 1,2,3, ....

(a) r(n + 1)

lim {_pn e=" + -r un-1 e-U dU}

P- 00 . 0

n ['" un-1 e-U du = nr(n) • 0

if n> 0

(b) r(l) = 1'" e-U du =

lim (p e-U du = P-""Jo

1.

Put n = 1,2,3, . .. in r(n + 1) = n r(n). Then

r(2) = 1r(1) = 1, r(3):::::: 2r(2) = 2·1 = 2!, r(4) = 3r(3) = 3-2! 3!

In general, r(n + 1) = n! if n is a positive integer.

29. Prove:

f'" e=e du. = y; 2'

o

y

Let t; = iP e-x2 dx = (p e-y2 dy and let

o )0

lim 1 p = I, the required value of the integral. Then

P_oo

Fig. 1-6

where CJ{p is the square GAGE of side P [see Fig. 1-6J,

22

THE LAPLACE TRANSFORM

[CHAP. 1

Since the integrand is positive, we have

Sf e-(x2+y2) dx dy ~ ]~ ~ SS e-(x2+y2) dx dy (1)

"R., "R.z

where 'l{l and 'l{2 are the regions in the first quadrant bounded by the circles having radii P and P...j2 respectively.

Using polar coordinates (r,9) we have from (1),

f~/2 r ]2 i~/2 iPV2
e-r2r dr do ~ P ~ 6=0' r=O e-r2 r dr d9 (2)
6=0 r=O
or
!.(1 - e-pz) ~ ]2 ~ !. (1 - e-2P2) (3)
4 p 4 Then taking the limit as P -+ 00 in (3), we find

lim ]; = ]2 = '11"/4 and I = v:;i/2.

p-""

30. Prove: r(i) = ~.

rei) = _£"" u-1I2e-u du.· Letting u=v2, this integral becomes on using Problem 29

31. Prove:

"{in} = r(n + 1)

'" sn + I

if n > -1, 8 > O.

.r:. {tn} = S'" e-st tn dt. Letting st = u, assuming s > 0, this becomes o

1 f'"

-- une-U du

sn+l 0

r(n + 1)

sn+l

32. Prove: ..c {i-I12} = v;;7S, 8 > O.

Let n = -1/2 in Problem 31. Then

=

Note that although F(t) = t-1I2 does not satisfy the sufficient conditions of Theorem 1-1, Page 2, the Laplace transform does exist. The function does satisfy the conditions of the theorem in Prob. 145.

33. By assuming r(n + 1) = nr(n) holds for all n, find:

(a) r(--!), (b) r(-i), (c) r(-i), (d) r(O), (e) r(-l), (I) r(-2).

(a.) Letting n = -i, r(i) = -ir(-!). Then r(-i) = -2r(i) = -2y.;.
(b) Letting n = -i, r(-i) = -ire-i)· Then r(-i) = -ire-i) = (~)(i)V;;: = tv;;: by part (a).
(c) Letting n = -!, r(-f) = -!r(-!). Then r(-i) = ";,,j-r(-!) =-(2)(iHj-)v;;: = --AV; by part (b). CHAP. 1]

THE LAPLACE TRANSFORM

23

(d) Letting n ~ 0, 1'(1) ~ 0 • 1'(0) and it follows that 1'(0) must be infinite, since 1'(1)::;:; 1. (e) Letting n = -1, 1'(0) = -11'(-1) and it follows that 1'(-1) must be infinite.

(I) Letting n = -2, 1'(-1) = -21'(-2) and it follows that 1'(-2) must be infinite.

In general if p is any positive integer or zero, 1'(-p) is infinite and [see Problem 170],

BESSEL FUNCTIONS

34. (a) Find aC {Jo(t)} where Jo(t) is the Bessel function of order zero. (b) Use the result of (a) to find aC {Jo(at)}.

(a) Method 1, using series. Letting n ~ 0 in equation (23), Page 7, we find

Then

1

8

_!_ 2! + 1 4! 1 6!

22 8'1 22 42 -;s - 22 42 62 S7 + ...

1

using the binomial theorem [see Problem 172].

Method 2, using djj.ferential equations. The function Jo(t) satisfies the differential equation

tJ:;(t) + J~(t) + tJo(t)

o

(1)

[see Property 5, Page 8, with n::;:; 0]. Taking the Laplace transform of both sides of (1) and using Theorems 1-6 and 1-9, Page 4, and Theorem 1-12, Page 5, together with Jo(O) = 1, J~(O) ~O, y ::;:; .,e {Jo(t)}, we have

d {sy - I} dy
- _{s2y - 8(1) - oj + ds ~ 0
ds
from which dy sy
d8 - 82+ 1
Thus dy 8 ds
y - 82+ 1
and by integration e
y ---
Vs2+ 1 Now lim 8 y(s) = ~ = c and lim Jo(t) = 1. Thus by the initial-value theorem [Page 5],

s .... eo s2+1 t .... o

we have e= 1 and so .,e {Jo(t)} = l;Vs2 + 1.

For another method, see Problem 165.

(b) By Problem 11,

1 1

a V (s/a)2+ 1

1

24

THE LAPLACE TRANSFORM

[CHAP. 1

35, Find .,e {J1(t)}, where Jl(t) is Bessel's function of order one.

From Property 3 for Bessel functions, Page 7, we have J;(t) = -J1 (t). Hence

-.t:. {J~(t)}

- [s.t:. {Jo(t)} - 1] ~-s

v's2 + 1

1 _ ----==s=

v'S2 + 1

The methods of infinite series and differential equations can also be used [see Problem 178, Page 41].

THE SINE, COSINE AND EXPONENTIAL INTEGRALS

36, Prove: .,e{Si(t)} .,e{itSi:UdU} ~tan-1~.

Method 1.

Let F(t) = it sin u duo o u

Then F(O) = 0 and F'(t)

sin t

= _·-t- or tF'(t)

sin t.

Taking the Laplace transform,

.t:. {t F'(t)} = .t:. {sin t}

or

d

- - {s 1(8) - F(O)} ds

1

82 + 1

i.e.

d

ds {8 1(8)}

=

-1 s2+ 1

Integrating,

81(8)

_;_ tan "! S + c

By the initial value theorem, lim s I(s)

lim F(t) = F(O)

t_O

o so that e = 7r/2. Thus

8/(s) = ~ - tan r t s

1 tan-l- s

or

1 1 1(8) = -tan-I-

s s

Method Z. See Problem 18.

Method 3. Using infinite series, we have

(t sinu du Jo u

it 1 ( u3 u5 u7

-u--+---+

o u 3! 5! 7!

t7

7' 7! + ...

Then

1 s2

1 3! + 1 5!

3'3!'84 5·5!·S6

_1_, 7! + ... 7·7! 88

111 1 ---+---+ ...

s2' 3s4 5s6 7 S8

1 1 = - tan-I-

s s

using the series tan -1 x

x - a;3/3 + x5/5 - x7/7 + ... , Ixl < 1.

CHAP. 1]

THE LAPLACE TRANSFORM

Method I. Letting u = tv,

it .'

smu du

o u

il •

sm tv.dv

o v

Then

~1 ~{i"? e-st sin tv dt} dv·

{' 1 .,e {sin tv} dv

)0 v

1 vii

- tan-1-

s s 0

1 1 - tan-is s

where we have assumed permissibility of change of order of integration.

37. Prove: c {ei «»

In (82 + 1) 28

We use the principle of Method 1 in Problem 36. Let F(t) = Sao co: U du so that F/(t) t

and t Fr(t) = - cos t. Taking the Laplace transform, we have

d -s

- ds {s f(s) - F(O)} = s2 + 1

or

d

ds {s f(s)}

Then by integration,

8 f(8)

t In (82 + 1) + e

By the final-value theorem, lim s f(s) = lim F(t) = 0 so that c = O. Thus

s-+o t .... oo

8 f(s) = t In (S2 + 1)

f(s) = In (s2 + 1) 2s

or

We can also use Method 4 of Problem 36 [see Problem 153].

38. Prove: .e {Ei (t)}

In (8 + 1) s

Let F(t) = f'" e-U duo Then t F/(t) = -e-t• Taking the Laplace transform, we find t u

d -1

- - {8 f(8) - F(O)} = --

ds s + 1

d

d8 {8 f(8)}

1

or

8+1

Integrating,

8/(8)

In (8 + 1) + c

Applying the final-value theorem as in Problem 37, we find c = 0 and so

f(8)

In (8 + 1) 8

For another method similar to that of Method 4, Problem 36, see Problem 153.

25

cos t t

26

THE LAPLACE TRANSFORM

[CHAP. 1

THE ERROR FUNCTION

39. Prove: .e {erf VI}

1

U sing infinite series, we have

{ 2 Sfi( 4 6

.e - 1 - u2 + !:_ - !:_ +

y:; 0 2! 3!

{ 2 ( t3/2 t5/2 t7/2 )}

.e - t1l2 - - + -- - -- + ...

Y; 3 5'2! 7'3!

~ {r(3/2) _ r(5/2) + r(7/2) _ r(9/2)

y:; S3/2 3S5/2 5' 2! S7/2 7' 3! S9/2 +

1 1 1 1'3 1 1'3'5 1

----+------+ ...

S3/2 2 S5/2 2 • 4 S7/2 2 • 4 • 6 s9/2

_!_ {l _ .!. .!. + 1· 3 _!_ _:_ l' 3 • 5 ..!_ + ... }

S3/2 2 S 2 • 4 S2 2' 4 • 6 s3

1 ( 1)-1/2

s3/2 1 +"8

1

using the binomial theorem [see Problem 172].

For another method, see Problem 175(a).

IMPULSE FUNCTIONS. THE DIRAC DELTA FUNCTION.

e-as

40. Prove that .e {U(t - a)} = -- where U(t - a) is Heaviside's unit step function. e

We have 'U(t-a) = {~

t > a t < a

Then

.e {'U(t - a)}

r rst (0) dt + i'" e-st (1) dt

lim iP e-st dt P ...... (IJ a

. e-st IP hm-

P-+oo -8 a

e-as

S

Another method.

Since .e {I} = 1/s, we have by Problem 9, .e {'U(t - a)} = e-as/s.

41. Find .e {Fe (t)} where Fe (t) is defined by (30), Page 8.

-_ {ol/e We have Fe (t)

O;2t;2e t > E

Then

.e {FE (t)} i'" e-st FE(t) dt

o

= ~(e-st (lie) dt + 5.«> e-st (0) dt

1. (E e-st dt E Jo

1 - e-se

es

CHAP. 1]

THE LAPLACE TRANSFORM

27

42. (a) Show that lim.,( {FE (t)} = 1 in Problem 41.

E-+O

(b) Is the result in (a) the same as .,( {!~~ FE (t)}? Explain. (a) This follows at once since

1. 1 - (1 - 8e + 82e2/2! - ... )

1m ------'----------'-

E .... O 8.

lim (1 _ 8~ + ... )

E .... O 2.

1

It also follows by use of L'Hospital's rule.

(b) Mathematically speaking, limF.(t) does not exist, so that .e{limF£(t)} is not defined.

f"'O E .... O

Nevertheless it proves useful to consider B(t) = lim FE(t) to be such that .t.:_ {B(t)} = 1. We

, E-I-O

call B(t) the Dirac delta function or impulse function.

43. Show that .,( {8(t - a)} = e==, where 8(t) is the Dirac delta function.

This follows from Problem 9 and the fact that .e {o(t)} = 1.

44. Indicate which of the following are null functions.

. {I

(a) F(t) = 0

t = 1 otherwise'

(b) F(t) = {~

1~t~2 otherwise'

(c) F(t) = 8(t).

(a) F(t) is a null function, since ft F(u) du

• 0

o for all t > o.

(b) If t < 1, we have it F(u) du = O.

If i s e s s, we have itF(U)dU = ft(l)du

o 1

t - 1.

If t > 2, we have it F(u) du = f2 (1) du = 1.

Since fot F(u) du # 0 for all t > 0, F(t) is not a null function.

t

(c) Since i B(u) ': = 1 for all t > 0, 8(t) is not a null function.

EVALUATION OF INTEGRALS

45. Evaluate (a) ioe t e-2t cos t dt, (b) i'" e-t ~ e-3t dt.

(a) By Problem 19,

.e {t cos t}

.('" t e-st cos t dt

-:8 C2:1)

s2-1 (82 + 1)2

28

THE LAPLACE TRANSFORM

[CHAP. 1

Then letting 8 = 2, we find foo te-2t cos t dt = 235' o

(b) If F(t) = «:» - e-3t, then f(8) = .c {F(t)}

Thus by Problem 21,

or

fOO (e-t - e-3t)

e-st dt

o t

In (:!n

f'" e-t - e-3t

Taking the limit as 8 ..... 0+, we find dt

o t

In 3.

46. Show that (a) £'" Jo(t) dt :i::: 1, (b) i'" e-t erf 'It dt

V2/2.

(a) By Problem 34,

1

Then letting 8 --> 0+ we find f'" Jo(t) dt ",; 1. o

(b) By Problem 39,

1

Then letting 8 ..... 1, we find 100 e-t erf Vt dt o

V2/2.

MISCELLANEOUS PROBLEMS

47. Prove Theorem 1-1, Page 2.

We, have for any positive number N,

1'" e-st F(t) dt o

£N e-st F(t) dt + .£'" e-st F(t) d.t

Since F(t) is sectionally continuous in every finite interval 0 ~ t ~ N, the first integral on the right exists. Also the second integral on the right exists, since F(t) is of exponential order y for t > N. To see this we have only to observe that in such case

1.£00 e-st F(t) dt 1 ~ .(00 I e-st F(t) I dt ~ foo e-st IF(t)1 dt

o

~ foo e-ot Me"lt dt o

Thus the Laplace transform exists for 8> y.

M 8-y

CHAP. 1]

THE, LAPLACE TRANSFORM

48. Find -: {sin -It}.

Method 1, using series.

sin Vi =: -It _ (~)3 + (~)5 _(~)1 +

t3/2 t5/2 t7/2

tl/2 - 3T + 51 - ""7! +

Then the Laplace transform is

.( {sin Vi}

1'(3/2) _ 1'(5/2) + 1'(7/2) _ 1'(9/2) + ...

S3/2 3! 85/2 5! 87/2 7! 89/2

y;; {l _ (_L), +(1/22 8)2 _ (1/228)3 + ... }

283/2 228 2! 3!

=

y; e-1/4• 283/2

Method 2, using differential equations.

Let yet) = sin Vt. Then by differentiating twice we find 4tY" + 2Y' + Y = 0 Taking the Laplace transform, we have if y = .c {Yet)}

-4! {82y - 8 YeO) - Y'(O)} + 2{8Y - YeO)} + y 0

or

4s2y' + (6s - l)y

o

Solving,

_c_ e-1/4• 83/2

y

29

For small values of t, we have sin Vi - ..;r and .( {VI} = "';;/283/2• For large 8, y - C/83/2• It follows by comparison that c = "';;/2. Thus

.c {sin Vi}

y; e-1I48

283/2 c

49. Find ..r:._ { cot} .

Let F(t) = sin..;t.

Then F'(t) = co~ f}, F(O) = O. 2vt

Hence by' Problem 48,

e {F'(t)}

8 f(8) - F(O)

y:; e-1/48 281/2

from which

y; e-1/4• 81/2

The method of series can also be used [see Problem 175(b)].

50. Show that

..r:._ {In t}

r'(l) - Ins 8

y + Ins s

where y = .5772156 ... is Euler's constant.

We have

r(r) = i"" ur-1 e-u du.

30

THE LAPLACE TRANSFORM

[CHAP. 1

Then differentiating with respect to r, we find

r'(r) f'" uT-1 e-U in u du

o

from which

r'(l)

fa:> e-U inu du o

Letting u = et, 8 > 0, this becomes

r-rn 8 f'" e-st (In 8 + In t) dt

o

Hence

.r:. {In t}

f'" e-st In t dt o

1"(1) f'"

-- - In8 e-st dt

s 0

1"(1)

s

In s e

y + Ins 8

Another method. We have for k > -1,

f'" e-st tk dt o

r(k + 1)

Sk+ 1

Then differentiating with respect to k,

f'" e-st tk In t dt o

1\: r'(k + 1) - r(k + 1) In 8 Sk+ 1

Letting k = 0 we have, as required,

f'" e-st In t dt o

.c {In t}

r'(1) - Ins 8

y + Ins 8

Supplementary Problems

LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS
51. Find the Laplace transforms of each of the following functions. In each case specify the values of 8
for which the Laplace transform exists.
(a) 2e4t Am. (a) 2/(8 - 4), 8>4
(b) 3e-2t (b) 3/(s + 2), e > -2'
(e) 5t - 3 (e) (5 - 38)/S2, S>O
(d) 2t2 - e-t (d) (4 + 48 - 83)/83(S + 1), S.> 0
(e) 3 cos 5t (e) 38/(82 + 25), 8>0
(f) 10 sin 6t (I) 60/(82 + 36), 8>0
(g) 6 sin 2t - 5 cos 2t (g) (12 - 58)/(82 + 4), 8>0
(h) (t2,+ 1)2 (h) (84 + 482 + 24)/83, 8>0
(i) (sin t - cos t)2 (i) (82 - 28 + 4)/8(82 + 4), 8>0
(j) 3 cosh 5t - 4 sinh 5t (j) (38 - 20)/(82 - 25), 8>5 CHAP; 1]

THE LAPLACE TRANSFORM

52. Evaluate (a).t:.. {(5e2t - 3)2}, (b).t:.. {4 cos22t}.

,25 30 9 2 28

Am. (a) 8 _ 4 - s _ 2 + -;, 8 > 4 (b) -; + 82 + 16' 8 > 0

53. Find .t:.. {coshe 4t}.

An8. 82-32 8(82 - 64)

54. Find.(' {F(t)} if

( ) F(t) -- {40

a

(b) F(t)

0;:;;t;:;;5 t> 5

0<t<2 t> 2'

Am. (a) 4e-28/8

55. Prove that

c {tn} =

n! 8n+1 '

n = 1,2,3, ....

56. Investigate the existence of the Laplace transform of each of the following functions.

(a) 1/(t + 1), (b) et2-t, (e) cos t2

An8. (a) exists, (b) does not exist, (e) exists

LINEARITY, TRANSLATION AND CHANGE OF SCALE PROPERTIES

57. Find .t:.. {3t4 - 2t3 + 4e-3t - 2 sin 5t + 3 cos 2t}.

A 72 _ 12 + _4 __ ____!Q_ + ~

n8. 85 84 8 + 3 82 + 25 82 + 4

58. Evaluate each of the following.
(a) .t:.. {t3e-3t} Am . (a) 6/(8 + 3)4
(b) e {e-t cos 2t} (b) (8 + 1)/(82 + 28 + 5)
(e) .t:.. {2e3t sin 4t} (e) 8/(82 - 68 + 25)
(d) .(' {(t + 2)2et} (d) (482-,- 48 + 2)/(8 - 1)3
(e) .t:.. {e2t (3 sin 4t - 4 cos 4t)} (e) (20 - 48)/(82 - 48 + 20)
(f) .t:.. {e-4t cosh 2t} (/) (8 + 4)/(82 + 88 + 12)
(U) .t:.. {e-t (3 sinh 2t - 5 cosh 2t)} (U) (1 - 58)/(82 + 28 - 3) 59. Find (a).(' {e-t sin2 t}, (b) .t:.. {(1 + te-t)3}.

An8. (a) 2

(8 + 1)(82 + 28 + 5)

136 6

(b) "8 + (8 + 1)2 + (8 + 2)3 + (8 + 3)4

60. Find.t:.. {F(t)} if

F(t) = {~- 1)2

t> 1 0<t<1

31

61. If Fdt), F2(t), ... , Fn(t) have Laplace transforms 11(8), 12(8), '00, In (8) respectively and Cl, e2, 0 0 0, en are any constants, prove that

32

THE LAPLACE . TRANSFORM

[CHAP. 1

62. If i; {F(t)}

82 - 8 + 1

(28 + 1)2(8 -1)' find.r:. {F(2t)}.

Am. (82 - 28+ 4)/4(8 + 1)2(8 - 2)

63. If c {F(t)} =

e-'-l/s 8 '

find 1:. {e-tF(8t)}.

e --3/(s + 1) An8.

8+1

64. If /(8) = .( {F(t)}, prove that for r > 0,

.( {rt F(at)}

1/(8--lnr)

8 - lnr a

LAPLACE TRANSFORMS OF DERIVATIVES 65. (a) If .r:. {F(t)} = 1(8), prove that

e {F"'(t)}

83/(8) - 82 F(O) - 8 F'(O) - F"(O)

stating appropriate conditions on F(t).

(b) Generalize the result of (a) and prove by use of mathematical induction.

{2t 0 ~ t ~ 1 66. Given F(t) = t

t>l

.r:. {F'(t)} = 8.r:. {F(t)} - F(O) hold for this case?

2 e-S e-S 2 e--S

An8. (a) 82 - -8- - 82' (b) S - S

(a) Find .r:. {F(t)}.

(b) Find .r:. {F'(t)}.

(c) Does the result

Explain.

67. (a) If F(t) = {~2

O<t~l t>l

find .r:. {F"(t)}.

(b) Does the result .( {F"(t)} = 82.( {F(t)} - 8 F(O) - F'(O) hold in this case? Explain. Am. (a) 2(1- e-S)/8

68. Prove: (a) Theorem 1-7, Page 4; (b) Theorem 1-8, Page 4.

LAPLACE TRANSFORMS OF INTEGRALS

.r:.{Iat (U2_u+e-U)dU} =

1

-.r:. {t2- t+ e-t}. 8

69. Verify directly that

70. If !(8) = .r:. {F(t)}, show that .e {i t dt1 ~tl F(u) dU} = I~:). [The double integral is sometimes briefly written as it it F(t)dt2.]

71. Generalize the result of Problem 70.

7T

4 •

CHAP. 1]

MULTIPLICATION BY POWERS OF t

74. Prove that (a) .t:_ {t cos at}

(b) .t:_ {t sin at} =

75. Find .t:_ {t(3 sin 2t - 2 cos 2t)}.

76. Show that

.t:_ {t2 sin t}

682-2

=

(82 + 1)3 .

THE LApLACE . TRANSFORM

2as

An8. 8 + 128 - 282 (82 + 4)2

77. Evaluate (a).t:_ {t cosh 3t}, (b).c._ {t sinh 2t}.

An8. (a) (82 + 9)/(82 - 9)2, (b) 48/(82 - 4)2

Am. (a) (283 - 68)/(82 + 1)3,

18. Find (a).c._ {t2 cos t}, (b).t:_ {(t2 - 3t + 2) sin 3t}.

(b) 684 - 1883 + 12682 - 1628 + 432 (82 + 9)3

79. Find .t:_ {t3 cos t}.

684- 3682 + 6

An8. (82 + 1)4

80. Show that .£00 t e-3tsin t dt

DIVISION BY t

" {e-at -t e-bt}

81. Show that '" =

In(~.).

8+0,

82. Show that

.c._ {cos at - cos bt} = '!'In(s2 + b2).

t 2 82+a2

83. Find .t:_ { sinth t} .

1 (8 + 1)

Am. 2ln 8 - 1

.£"" -3t _ -6t

84. Show that e e dt

o t -

[Hint. Use Problem 81.]

85. Evaluate i 00 cos 6t - cos 4t dt.

o t

i'" sin2 t 1T

86. Show that o·~ dt = 2'

In 2.

Am. In (3/2)

PERIODIC FUNCTIONS

87. Find.c._ {F(t)} where F(t) is the periodic function shown graphically in Fig. 1-7 below. 1 8

Am. 8 tanh 2

33

34

THE LAPLACE TRANSFORM

[CHAP. 1

3 4

Fig. 1·8

88. Find ,.c. {F(t)} where F(t) is the periodic function shown graphically in Fig. 1·8 above.

1 e-S

A ns, 82 - -;:;--::-;- 8(1- e s)

89. Let F(t) = {3t 0 < t < 2 where F(t) has period 4. (a) Graph F(t). (b) Find .c. {F(t)}. 6 2<t<4

3 - 3e-28 - 68e-4s Ans, (b)

82(1- e-48)

90. If F(t) = t2, 0 < t < 2 and F(t + 2) = F(t), find .c. {F(t)}.

2 - 2e-28 - 48e-2s - 4s2e-28 An8.

83(1 - e 2 s )

91. Find.c. {F(t)} where F(t) Ans. 1- e-8(s+ 1)

82(1 - e-2s)

rt O<t<1 LO 1<t<2

and F(t + 2) = F(t) for t > O.

92. (a) Show that the function F(t) whose graph is the triangular wave shown in Fig. 1-9

1 8

has the Laplace transform 82 tanh 2"'

(b) How can the result in (a) be obtained from Problem 871 Explain.

'~

2 4 6

Fig. 1·9

INITIAL AND FINAL-VALUE THEOREMS

93. Verify the initial-value theorem for the functions (a) 3 - 2 cos t, (b) (2t + 3)2, (e) t + sin 3t.

94. Verify the final-value theorem for the functions (a) 1 + e=! (sin t + cos t), (b) t3 e-2t•

95. Discuss the applicability of the final-value theorem for the function cos t.

96. If F(t) - et» as t-+O where p>-l, prove that f(8) - er(p+1)!sp+l as 8-+ eo ,

97. If F(t) - ets as t-+ eo where p>~1, prove that f(s) - er(p+1)/sp+l as 8"'" 00.

CHAP. 1)

THE LAPLACE TRANSFORM

35

THE GAMMA FUNCTION

98. Evaluate (a) r(5), (b) r(~!(~t) , (e) r(5/2), (d) r(3/2) r(4) . r(1l/2)

Ans. (a) 24, (b) 1/60, (e) 3Vii/4, .(d) 32/315

99. Find (a) o(__ {t1l2 + t-1/2}, (b) e {t-1I3}, (e) o(__ {(I + y7)4}.

Ans. (a) (28 + 1)0T/283/2, (b) r(2/3)/s2/3, (e) (82 + 2Vii 8312 + 68 + 3"';;8112 + 2)/83

100. Find (a) o(__ {7,}' (b) o(__ {t7/2 eat}.

An8. (a) 'lu/(s + 2), (b) 105Y;;:/16(8 - 3)912

BESSEL FUNCTIONS

101. Show that i; {e-at Jo(bt)}

1

";82 - 2(1.8 + (1.2 + b2

102. Show that o(__ {t Jo(at)}

8

(S2 + (2)3/2 •

103. Find .(a) c {e-3t Jo(4t)}, (b) c {t Jo(2t)}.

104. Prove that

1

105. If lo(t) = Jo(it), show that o(__ {lo(at)} = a> O.

V82 - a2'

106. Find .e {t Jo(t) e-t}.

An8. (8 - 1)/(82 - 28 + 2)3/2

107. Show that (a) ~"" Jo(t) dt = 1, (b) J:"" e-tJo(t) dt

d2

108. Find the Laplace transform of dt2 {e2t Jo(2t)}.

.82

An8. - 8 - 2

";82- 4s+ 8

109. Show that

1 .e{tJt<t)} = (s2+1)3/2'

110. Prove that

e-a2/4s

-_-

8

111. Evaluate ~"t r3t Jo(4t) dt.

Ans. 3/125

112. Prove that .e{Jn(t)}

(y82TI - s)n ";82+ 1

and thus obtain o(__ {J.,,(at)}.

THE SINE, COSINE AND EXPONENTIAL INTEGRALS

113. Evaluate (a) o(__ {e2t Si (t)}, (b).e {t Si (t)}.

Ans. (a) tan'-1(s~2)/(8-2), (b) tan-Is _ 1

S2 S(82 + 1)

36

T:EiE LAPLAGETRANSFO.RM

_, _", IC_ ,.

[CHAP. 1

114. Show that .t:. {t2 Ci (t)}

In (82 + 1)382 + 1

83 8(82 + 1)2 .

115. Find (a).t:. {e-3t Ei (t)}, (b) .t:.{tEi(t)}.

An8. (a) In (8 + 4) (b) In (8 + 1) 1

8 + 3' 82 - 8(8 + 1)

116. Find (a).t:. {e-t Si (2t)}, (b) .t:. {te-2t Ei (3t)}.

A n8. (a) tan -1 (8 + 1)/2 8+1

1 (8+5) 1

(b) (8 + 2)2 In -3- - (8 + 2)(8 + 5)

THE ERROR FUNCTION

117. Evaluate (a).t:. {e3t erf Vt}, (b) e {t erf (2Vt)}.

1 38+8

An8. (a) , (b) 82(8 + 4)3/2

(8 - 3)V8 - 2

118. Show that .t:. {erfc Vt} = 1

V8 +.1 {v'8+! + I}

119. Find e {i t erf -r: du } .

An8. 1/82v'S+i

THE UNIT STEP FUNCTION, IMPULSE FUNCTIONS, AND THE DIRAC DELTA FUNCTION

120. (a) Show that in terms of Heaviside's unit step function, the function F(t) = {~-t can be written as e=! {I - 'LI(t - 3)}. (b) Use .t:. {'LI(t - a)} = e==I» to find .t:.{F(t)}.

Ans. (b) 1 - e-3(s+1)

8 + 1

0<t<3 t> 3

121. Show that

F(t)

O<t<a t> a

can be written as

122. If F(t) = FI (t) for 0 < t < aI, F2(t) for al < t < a2. . .. , Fn-I (t) for an-2 < t < an-I' and Fn(t) for t > an-I. show that

123. Express in terms of Heaviside's unit step functions.

{sin t

(b) F(t) = sin 2t sin St

t>2

O<t<17 tr < t < 217 t > 217

{t2

(a) F(t) =

4t

0<t<2

An8. (a) t2 + (4t - t2) 'LI(t - 2), (b) sin t + (sin 2t - sin t) 'LI(t - 77) + (sin 3t - sin 2t) 'LI(t - 217)

124. Show that .t:. {t2 'LI(t - 2)}

2 2e-2s

83 - -ga-- (1 + 28 + 282)1 8 > O.

CHAP. 1]

THE LApLACE TRANSFORM

125. Evaluate (a) i: cos 2t 8(t - 11'/3) dt, (b)f_: e=! 'U(t - 2) dt.

Ans. (a) -l/2,(b) e-2

126. (a) If Il'(t - a) denotes the formal derivative of the delta function, show that

1'" F(t) 8'(t - a) dt o

-F'(a)

(b) Evaluate Coo e-4t 8'(t - 2) dt.

)0 -

Ans. (b) 4e-8

127. Let G,(t) = II. for

o ~ t <" 0 for e, ~ t < 2., -1/. for 2. ~ t < 3f, and 0 for t ~ 3 e,

(b) Find lim z' {G.(t)}. (c) Is lim z; {G.(t)} e {lim Gf(t)} '! (d) Discuss

.~o .~o _ .~O

(a) Find .e {G.(t)}.

geometrically the results of (a) and (b).

128. Generalize Problem 127 by defining a function G.(t) in terms of e and n so that where n = 2,3,4, ....

lim G.(t) :::::: 8" ..... 0

EVALUATION OF INTEGRALS

129. Evaluate 1'" t3 e=» sin t dt. o

Ails. 0

130. Show that

C"'e-tsintdt = 11'

)0 t 4'

131. Prove that (a) S'" In(t) dt 1, (b) £'" t J,,(t) dt 1.
0
132. Prove that S"" u e-u2 Jo(au) du -!e-a2/4•
0
133. Show that J:'" i e=! Ei (t) dt = In2 - l 134. Show that f 00 u e-u2 erf u du o

MISCELLANEOUS PROBLEMS
135. If F(t) = {~in t o<t<lT show that e {F(t)} 1 + e=v»
=
t>7f 82+1
136. If F(t) { cost O<t<1T find .c {F(t)}. Ans. 8 + (8 - l)e-lTS
sin t t>1T s2 + 1 137. Show that .e {sin:! t}

6

(82 + 1)(82 + 9) •

37

38

THE LAPLACE TRANSFORM

[CHAP. 1

138. Establish entries (a) 16, (b) 17, (e) 20, (d) 28 in the Table of Page 246.

139. Find (a).r:_ {sinh" 2t}, (b).r:_ {t3 cos 4t}.

48 (b) 684 - 57682 + 1536

An8. (a) (82 _ 36)(s2 _ 4) , (S2 + 16)4

140. If F(t) = 5 sin 3 (t - 7T/4) for t > 11'/4 and ° for t < 7T/4, find .r:_ {F(t)}.

A ns. e-"'8/4/(s2 + 9)

141. If .r:_ {tF(t)}

1

find .r:_ {e-t.P(2t)}.

142. Find (a).r:_ {sinh 2t cos 2t}, (b).r:_ {cosh 2t cos 2t}.

A ns. (a) 2(82 - 8)/(84 + 64), . (b) 83/(S4 + 64)

143. Let

F(t)

{t+n n-t

2n ~ t < 2n+ 1 2n + 1 ~ t < 2n + 2 '

n = 0, 1, 2, . . .. Show that

.e {F(t)}

1 '"

s2n~o {(3ns+l)e-2ns - 2[(2n+l)s+l]e-(2n+1)s + [(n+2)s+l]e-(2n+2)s}

144. (a) Show that .r:_ {sin5 t} = 120

(82 + l)(s2 + 9)(82 + 25) .

(b) Using the results of part (a) and Problem 137, can you arrive at a corresponding result for .r:_ {sin2n-1 t} where n is any positive integer? Justify your conjectures.

145. Suppose that F(t) is unbounded as t -7 O. Prove that .r:_ {F(t)} exists if the following conditions are satisfied:

(a) F(t) is sectionally continuous in any interval Nl ~ t ~ N where Nl > 0, (b) lim tn F(t) = 0 for some constant n such that 0 < n < 1,

t_O

(e) F(t) is of exponential order y for t > N.

(b) .r:_ {Jo(t) cos t}

1

--,.--- sin {t tan "! (2/s)}

VSV'S2+ 4

1

.4~ cos {t tan-1 (2/s)}

Ys V8~" '*

146. Show that (a).r:_ {Jo(t) sin t}

147. Let

F(t) = {~G(t)

t>1 O<t<1

Prove that .r:_ {F(t)}

d .

- ds [e-s .r:_ {G(t + I)}].

148. If .r:_ {F"(t)} = tan-t (L/s), F(O) = 2 and F'(O) = -1, find.r:_ {F(t)}.

28 - 1 + tan-t1/s An8.

149. Prove that .r:_ {eat F(f3t)} = ~ f ( 8; a) where a and f3 are constants and .r:_ {F(t)} = [(8).

150. Show that the Laplace transform ofeet does not exist, while the Laplace transform of e=s" does exist.

CHAP. 1]

THE LAPLACE TRANSFORM

39

151. (a) Show that c { Si~2 t}

1.1 (S2+4)

4 n S2 .

(b) Evaluate

i'" e=» sin2 t ---,--- dt.

o t

Ans. (b) ! In 5

In ('/22+ 1) .

153. Work Problems 37 and 38 by using Method 4 of Problem 36.

154. Suppose that .r:_ {F(t)} exis~ for 8 = a where

a is real. Prove that it also exists for all F(t)

8> a.

155. Find the Laplace transform of the periodic function F(t) shown graphically in Fig. 1-10.

1 /! /!

----'C.v ~.__'" IV:__ _:" lV'__ t

2« 3a

a

1 - e-as - as e=«

Ans. 2(1 ). tan 60

8 - e as

156. Prove that

.r:_ {sin t2}

:i (-I)n-l(4n-2)! n=l (2n-l)!s2n+l

Fig. 1-10

157. Show that .r:_ {sin" t}

6!

8(82 + 4)(82 + 16)(82 + 36) and generalize [see Prob. 144].

158. Find .r:_{te-2tJo(tY2)}.

A ns. (82 + 48 + 6)3/2

8+2

159. Find .r:_ {t 'LI(t - 1) + t2 8(t - I)}. An8. e-s (82 + 8 + 1)/82

16Q. Find .r:_ {cos t In t 8(t - IT)}. An8. -e-TI"S In IT

161. Let F(t) and G(t) be sectionally continuous in every finite interval and of exponential order as t ..... 00.

Prove that .r:_ {F(t) G(t)} exists.

162. The Laguerre polynomials Ln{t) are defined by et d»

Ln(t) = n! dtn {tne-t}

(a) Find Lo(t),Ll(t), ... ,L4(t). (b) Find e {Ln{t)}.

n = 0,1,2, ...

163. (a) Let a, b, ll, f:J and A be constants. Prove that

if and only if IX + f:J = 1 and A = ±YlT esc car,

(b) A function F(t) is said to be its own Laplace transform if .r:_ {F(t)} = F(s). Can the function F(t) = at-a + bt-13 be its own Laplace transform? Explain.

40

THE LAPLACE TRANSFORM

[CHAP. 1

164. If F(t) and G(t) have Laplace transforms, is it true that F(t) G(t) also has a Laplace transform?

Justify your conclusion.

165. Use the result Jo(t) = _! S"'cos (t sin e) de to show that .e {Jo(t)} 1r 0

1

166. Prove that Leibnita's rule can be applied in Problem 19, stating suitable restrictions on F(t).

~oo e-st (1 -tC20S t) dt 1~7. (a) Prove that

1r ( 82 )

2 - 8 In 82 + 1 + 2 tan -1 8.

(b) Prove that

i'" 1 - cost dt

o t2

tr

2'

168. Let F(t) = 0 if t is irrational and 1 if t is rational. (a) Prove that .e {F(t)} exists and is equal to zero. (b) Is the function a null function? Explain.

169. Show that foo t2 Jo(t) dt -1. o

.170. Prove that if p is any positive integer,

r (-p - i)

(-I)p+l (f)(~)(~) ... (2P ~ 1) V1i

171. Verify the entries (a) 55, (b) 61, (c) 64, (d) 65, (e) 81 in the Table of Appendix H, Pages 248 and 250.

172. Using the binomial theorem show that for Ixl < 1,

1 1- 1 • 3 x2· _ l' 3 • 5 x3 +

- 2x + 2'4 2'4'6

(I+X)-1/2

and thus verify the summation of the infinite series in Problems 34 and 39.

173. Use infinite series to find the Laplace transforms of (a) sin t,(b) cos t, (c) eat, (d) cos Vt.

174. Prove that .e {erf (t)}

e82/4

-- eric (8/2) and thus find .e {erf (at)}. 8

175. (a) Find .e {erf Vt} by using the method of differential equations. (b) Find .e {cos Vt/ Vt} using infinite series.

176. Show that (a) foo Jo(2VtU) cosu du sin t,

o

(b) ("'Jo(2VtU)sinudu cost.

Jo

CHAP. 1]

THE LAPLACE TRANSFORM

41

178. Use (a) infinite series, (b) differential equations to find £:. {J 1 (tn. See Problem 35.

179. If 8> 0 and n> 1, prove that

{II 1

r(n) gn + (8 + 1)n + (s + 2)n +

... l J

180. Prove that if n > 1,

1 i'" tn-1 - --dt

r(n) 0 et - 1

The function ~(n) is called the Riemann zeta function.

I(n)

181. If I(g) = .t:. {F(t)}, show that

£:. {CO tlL F(u) dU} Jo r(u+ 1)

IOn s) 8 In 8

182. If Ln(t), n = 0,1,2, ... , are the Laguerre polynomials [see Problem 162], prove that

:i Ln(t)

n=O n!

183. Let J(o" t) = .['Xl e-u't cos au duo (a) Show that !: o

solving the differential equation in (a) show that

- 2~ J where J(O, t) = ...;; /2Vt. (b) By

J(a, t)

QQ

So e-u2t cos au du

184. Use Problem 183 to find c {cot} [see Problem 49, Page 29].

S'" e- Vit sinh t sin t

185. Prove that dt

o t

Chapter 2

DEFINITION OF INVERSE LAPLACE TRANSFORM

If the Laplace transform of a function F(t) is f(s), i.e. if ~ {F(t)} = f(s), then F(t) is called an inverse Laplace transform of f(s) and we write symbolically F(t) = ~-1 {f(s)} where ~-1 is called the inverse Laplace transformation. operator.

Example. Since .( {e-3t} = 8! 3 we can write

.(-1 {_I } = e-3t 8+3

UNIQUENESS OF INVERSE LAPLACE TRANSFORMS. LERCH'S THEOREM

Since the Laplace transform of a null function "N,.(t) is zero [see Chapter I, Page 9], it is clear that if ~ {F(t)} = f(8) then also ~ {F(t) + "N,.(t)} = I(s). From this it follows that we can have two different functions with the same Laplace transform.

Example. The two different functions F1(t) = e-3t and F2(t) :::::: {O t = 1 have the

e-3t otherwise

same Laplace transform, i.e. 1/(8 + 3).

If we allow null functions, we see that the inverse Laplace transform is not unique.

It is unique, however, if we disallow null functions [which do not in general arise in cases of physical interest]. This result is indicated in

Theorem 2-1. Lerch's theorem. If we restrict ourselves to functions F(t) which are sectionally continuous in every finite interval 0 ~ t ~ N and of exponential order for t > N, then the inverse Laplace transform of I(s), i.e. ~-1 {f(s)} = F(t), is unique. We shall always assume such uniqueness unless otherwise stated.

SOME INVERSE LAPLACE TRANSFORMS

The following results follow at once from corresponding entries on Page 1.

42

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

43

Table of Inverse Laplace Transforms

1(8) 0{' -1 {f(8)} - F(t)
-
1 i
1. - 1
8
2. 1
- t
82
3. 1 0,1,2, '" tn
snIT n= nl
4. 1 eat
--
S-(J,
5. 1 sin ILt
s2 + (J,2 --
(J,
6. 8 cos ILt
82 + IL2,
7. 1 sinh at
S2 - a2 --
a
8. s cosh at
s2-a2 SOME IMPORTANT PROPERTIES OF INVERSE LAPLACE TRANSFORMS

In the following list we have indicated various important properties of inverse Laplace transforms. Note the analogy of Properties 1-8 with the corresponding properties on Pages 3-5.

1. Linearity property.

Theorem 2-2. If C1 and 02 are any constants while ft{s) and /2(8) are the Laplace transforms of Fl(t) and F2(t) respectively, then

L:_-1 {Cd1(S) + Cd2(S)} C1.(':-1 {ft(s)} + C2.('-1 {f2(S)} (1) c1F1(t) + c2F2(t)

The result is easily extended to more than two functions.

Example.

o{'-l {8 ~ 2 - 82 ~ 16 + 82! 4} =

=

4e2t - 3 cos 4t + ~ sin 2t

Because of this property we can say that L:_-l is a linear operator or that it has the linearity property.

2. First translation or shifting property.

Theorem 2-3. If .('-1 {f(s)} = F(t), then .1:._-1 {f(s - a)}

eat F(t)

(2)

44

THE INVERSE LAPLACE TRANSFORM

Example. Since .e-1 {82 ~ 4} = ~ sin 2t, we have

.e-1{82_:8 + 5} = .(-1{(8_1~2 + 4}

! et sin 2t 2 .

3. Second translation or shifting property.

Theorem 2-4. If .,(-1 {/(s)} = F(t), then

.(-1 {e-as f(s)}

t>a t<a

Example. Since '.e-1 {82 ~ I} = sin t, we have

J sin (t - 'Ir/3) lo

if t> 'Ir/3 if t < 17/3

4. Change of scale property.
Theorem 2-5. If .,(-1 {/(s)} = F(t), then
~-1 {f(ks)} ~F(k)
Example. Since .(-1 [_8_L - cos4t we have
L 82 + 16 J - . ,
-1 { 28 } 1 4t 1
.( (28)2 + 16 2 cos2 2 cos 2t
as is verified directly.
5. Inverse Laplace transform of derivatives. Theorem 2-6. If .,(-1 {f(s)} = F(t), then

.,(-1 {fcn)(s)} .,(-1 {tsnnf(S)}

(-l)ntnF(t)

E I S· -1 [_1_} - .

xamp e. mce .( 182 + 1 - sin t

and ! C2~ 1)

we have

{ -28 }

.( -1 = - t sin t

(82 + 1)2

or

6. Inverse Laplace transform of integrals.

Theorem 2-7. If .,(-1 {/(s)} = F(t), then

.,(-1 {fOG j(u) dU}

F(t) t

Example.

-1 { 1 1 _ -1 r _! __ 1_L = 1 t

.e 8(8 + 1)[ -.( L 8 8 + 1 J - e- ,

we have

Since

1 - e-t t

[CHAP. 2

(3)

(4)

(5)

(6)

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

45

7. Multiplication by sn.

Theorem 2-8. If .c.-I {f(s)} = F(t) and F(O) = 0, then

c:' {s f(s)} F'(t)

(7)

Thus multiplication by s has the effect of differentiating F(t).

If F(O) =F 0, then

or

i: ' {sf(s) - F(O)} F'(t)

c > {s f(s)} F'(t) + F(O) ~(t)

(8) (9)

where ~(t) is the Dirac delta function or unit impulse function [see Page 9].

Example. Since .,(-1 {82 ~ 1} = sin t and sin 0 = 0, then .,(-1 { 82: 1} . = ~ (sin t) = cos t

Generalizations to .c.-I {snf(s)}, n = 2,3, ... , are possible.

8. Division by s •.

Theorem 2-9. If .c.-I {f(s)} = F(t), then

.c.-I {f~)} = it F(u) du

(10)

Thus division by s (or multiplication by l/s) has the effect of integrating F(t) from o to t.

Example. Since

-1 f_1_} - ! . 2 h

.,( L 82 + 4 - 2 sm . t, .we . ave

.,(-l{ 1 } = ft lsin 2u du = !4 (1 - cos 2t)

8(82 + 4) 0 2

Generalizations to .c.-I {f(s)/Sn}, n = 2,3, ... , are possible [see Problem 70).

9. The Convolution property.

Theorem 2-10. If .c.-I {f(s)} = F(t) and .c.-I {g(s)} = G(t), then

.c.-I {f(s) g(s)} = it F(u) G(t - u) du. = F * G

o

(11)

We call F * G the convolution or faltung of F and G, and the theorem is called the· convolution theorem or property.

From Problem 21, we see that F * G = G * F.

Example.

Since .,(-l{-l-fl = et 8-1

.,(-1 { 1 }

(8 -1)(8 - 2)

and .,(-1 {_.l } = 8-2

e2t, we have

= it eU e2(t-u) du o

= e2t - et

46

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

METHODS OF FINDING INVERSE LAPLACE TRANSFORMS

Various means are available for determining inverse Laplace transforms, as indicated in the following list. Compare with Page 6.

1. Partial fractions method. Any rational function P(s)/Q(s) where P(s) and Q(s) are polynomials, with the degree of P(s) less than that of Q(s), can be written as the sum of

rational functions [called partial fractions] having the form (as! by' (aS2A: ~! c)r where r = 1,2,3,.... By finding the inverse Laplace transform of each of the partial fractions, we can find L:_-1 {P(s)/Q(s)}.

Example 1. 28-:--=-5_~

(38 - 4)(28 + 1)3

Example 2. 382 - 48 + 2

(82 + 28 + 4)2(8 - 5)

_A_+ BCD

38 - 4 (28 + 1)3 + (28 + 1)2 + 28 + 1

= A8+B Cs+D + ~

(82 + 28 + 4)2 + 82 + 28 + 4 8 - 5

The constants A, B, C, etc., can be found by clearing of fractions and equating of like powers of s on both sides of the resulting equation or by using special methods [see Problems 24-28]. A method related to this uses the Heaviside expansion formula [see below].

2. Series methods. If f(s) has a series expansion in inverse powers of s given by

(12)

then under suitable conditions we can invert term by term to obtain

a2t2 a3t3

ao + ad + 2T + 3T +

See Problem 40. Series expansions other than those of the form (12) can sometimes be used. See Problem 41.

F(t) =

{1S)

3. Method of differential equations. See Problem 41.

4. Differentiation with respect to a parameter. See Problems 13 and 38.

5. Miscellaneous methods using the above theorems.

6. Use of Tables (see Appendix B).

7. The Complex Inversion formula. This formula, which supplies a powerful direct method for finding inverse Laplace transforms, uses complex variable theory and is considered in Chapter 6.

THE HEA VISIDE EXPANSION FORMULA

Let P(s) and Q(s) be polynomials where P(s) has degree less than that of Q(s). Suppose that Q(s) has n distinct zeros lYk' k = 1,2,3, ... , n. Then

-1 {pes)}

~ Q(s)

(H)

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

47

This is often called Heaviside's expansion theorem or formula. See Problems 29-31.

The formula can be extended to other cases [see Problems 105 and 111].

THE BETA FUNCTION

If m> 0, n > 0, we define the beta function as

B(m, n) = r ur=! (1- u)n-l du

(15)

We can show the following properties [see Problems 32 and 33]:

1.

B( ) - r(m) r(n) rn,n - r(m+n)

("/2

2. )0 sin2m-1 () COS2n-1 () dO

1 2B(m,n)

r(m) r(n) 2r(m +n)

EVALUATION OF INTEGRALS

The Laplace transformation is often useful in evaluating definite int-egrals. See, for example, Problems 35-37.

Solved Problems

INVERSE LAPLACE TRANSFORMS

1. Prove that (a) .('-1 {s ~ a} = e_ut, (b) .('-1 {sn~ I} = !~, n = 0; 1,2,3, ... , where O! = 1,

c - 1 r 1 } _ sin at

( ).(' L S2 + a2 - a '

(I) .('-1 {~} = cosh at. s -a

(d) .('-1 {s2~a2} = cos at,

(e) .e-1 { 82 ~ a2} =

sinh at a

(a) .e_ {eat} = _1_. Then .e_-1 {_1_} = eat.

s-a 8-a

(b) .e_{!~} = :l.e_{tn} = :1(8:11) = 8n\I' Then

(c) ,,{Sinaat} = -a I." {sin at} == .!.. _a_· _ = _I_

I -s, .... a 82 + a2 82 + a2 •

.e_-l { n\ I} = t~ for n = 0,1,2,3, ....

s n.

{I} sin at

Then .e_-l 82 + a2 = a

(d) .e_ {cos at} - 82 ~ a2' Then .e_-l {82 ~ a2} == cos at.

48

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

jSinhut} 1. 1 a' 1

(6) .I:. L a = -.I:. {sinh at} = _. -2-·-2 = -2-· -2'

a as-a s-a

Then .1:.-1 ~_l_l. lS2 - a2 r

sinh at a

</) .I:. {cosh at}

Then .1:.-1 {-2 e ?} = cosh at. s -a~

2. Prove that

-1 { 1 }

.c sn+l

for n> -1. r(n +1)

.e { r(nt: 1)} =

by Problem 31, Page 22.

Then .e-1{sn1+1}= r(nt:1)' n>-l, Note that if n=O,1,2,3, ... , then r(n+1) = n! and the result is equivalent to that of Problem 1(b).

1

r(n + 1) • .I:. {tn}

1 l'(n+ 1)

r(n + 1)' sn+lr

1

n> -1

3. Find each of the following inverse Laplace transforms.
() -1 { 1 i (c) .c-1{s:} (e) c:' {S2 ~ 16}
a.c 82 + 9 J () -1 [ 1 }
('1)) c:' {_4_1 .~d) .c-1 {S2 :2} (I) .c-I {82 ~ 3} g .c 183/2
V s-2J
{ 1 1 sin 3t
(a) .1:.-1 82+9 f = 3 [Problem 1(0)]
(b) ..e-l{S~2} = 4e2t [Problem l(a)]
(0) ..e-1 {_!_} = ~ t3 [Problems l(b) or 2]
S4 3! 6
(d) ..e-I {82 ~ 2} = cos V'it [Problem 1(d)]
(e) -I{ 68 } - h4 [Problem 1(1)]
.J:. 82 _ 16 - 6 cos t
(/) .e-I {_1 } == sinh vat [Problem 1(6)]
82-3 V3
{ 1 "1 t1l2 t1l2 2tl/2 2{§ [Problem 2]
(g) .e-1 S3/2 J = r(3/2) = ir(.!) = --_
..,r;; LINEARITY,TRANSLATION AND CHANGE OF SCALE PROPERTIES

4. Prove the linearity property for the inverse Laplace transformation [Theorem 2-2, Page 43].

By Problem 5, Page 12, we have

CHAP. 2]

THE. INVERSE LAPLACE TRANSFORM

Then

c1Fdt) + c2FZ(t) C1.,(-I{fd8)} + C2.,(-1{f2(8)} The result is easily generalized [see Problem 52].

5. Find (a) £,-1 {5S +4 _ 2s -18 24 - 30v'S}

"'- S3 . 82 + 9 + . 84

-1 {6 3 + 4s 8 - 68 }

(b) .r:_ . 2s - 3 - 982 - 16 + 1682 + 9 .

(a) _1{58+4 _ 28-18 + 24-30fs}

.,( 83 82 + 9 84

_ -1 {~ 4 _ ~ ~ 24 _ ~}

.,( 82 + 83 82+9 + 82+9 + 84 87/2

5t + 4(t2/2!) - 2 cos3t + 18(t sin3t) + 24(t3/3!) - 30{t5/2/r(7/2)} 5t + 2t2 - 2 cos 3t + 6 sin 3t + 4t3 - 16t5/2/Y;

since r(7/2) ;::;; ~.!. t ret) :::::: lfv;r.

(b) .,(-1 {6 3 + 48 + 8 - 68 }

28 - 3 - 982 - 16 1682 + 9

:::::: .,(-1 {8 _33/2 - ~ C2 -\6/9) - ~ C2 _816/9) + ~ (82 +19/16) - ~ C2 /9/16)}

3e3t/2 - t sinh 4t/3 - ~ cosh 4t/3 + i sin 3t/4 - t cos 3t/4

6. Prove the first translation or shifting property: If c:' {/(8)} = F(t), then

.,('-1 {/(8 - a)}

eat F(t)

By Problem 7, Page 13, we have .,( {eat F(t)} = f(8 - a). Then

.,(-1 {j'(s - a)}

Another method. Since f(8) ;::;; L'" e-st F(t) dt, we have

f(8 - a)

i'" e-(s-aH F(t) dt o

.,( {eat F(t)}

i'" e-st {eat F(t)} dt o

Then

.,(-1 {f(s - a)} ;::;; eat F(t)

7. Find each of the following:

-;{ 38 +7 }

(c) .r:_-82-28-3

.e-1{6(8-2) +8} (8 - 2)2 + 16

(a)

1 f 68- 4 }

.,( - l82 - 48 + 20

l{' 8-2 L i{ 4 }

6.,(- (8 - 2)2 + 16 J + 2.,(- (8 - 2)2 + 16

6 e2t cos 4t + 2 e2t sin 4t :::::: 2 e2t (3 cos 4t + sin 4t)

49

50

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

(b)

1 { 48+ 12 }

J:_- 82 + 88 + 16 •

-I {48 + 12}

J:_ (8 + 4)2

J:_-1{4(8 + 4)- 4} (8 + 4)2

(e)

-I r 38+7l

J:_ L82 - 28 - 3J

1 f 38 + 7 } J:_- L (8 - 1)2 ~ 4

I 8 -1 }

3.('-1l_(8-1)2_4

3 et cosh 2t + 5 et sinh 2t

For another method, see Problem 24.

(d)

.('-l{ 1 }

y28+3

1 -l{ 1 }

V2.(' (8 + 3/2)1/2

1 t-1I2

-e-3t/2--

V2 T(l/2)

4 e-4t (1- t)

J:_-1 {3(8 -1) + 10} (8 -1)2 - 4

+ 5.('-1 {(8 -1~2 _ 4}

et (3 cosh 2t + 5 sinh 2t)

_1_ t-lI2 e-3t12

..j2;

8. Prove the second translation or shifting property:

If .t::._-l {f(s)} = F(t), then e : {e-as f(s)} = G(t) where

G(t)

Method 1. By Problem 9, Page 14, we have .(' {G(t)}

J:_-l {e-asf(8)} = G(t)

Method 2. Since f(8) = ;:'" e-st F(t) dt, we have

e-as f(8)

i"" e-as e-st F(t) dt o

f"" e-SU F(u - a) du a

ia e-st (0) dt + i 00 e-st G(t) dt

o

t>a t<a

e-as f(8). Then

;:00 e-s(t+a) F(t) dt

[letting t + a = u]

foo e-st F(t - a) dt

• a

from which the required result follows.

It should be noted that we can write G( t) in terms of the Heaviside unit step function as F(t - a) 'U(t - a).

CBA.P.2]

THE INVERSE LAPLACE TRANSFORM

9. Find each of the following:

{(S + l)e-7TS} (c) "e-1 82 + 8 + 1 '

{ e4-3s }

(d) "e-1 (8+4)5/2 .

(e) Since .,e-1 {(8! 2)4} = e2t .,e-l {~} = t33~2t = ~ t382t, we have by Problem 8,

. { ~ (t - 5)3 e2(t-5)

t>5 t < 5

i (t - 5)3 e2<t-5) 'U(t - 5)

(b) Since .,e-l {82 ~ 25} = cos 5t,

-1 {se-41TSI5}

.,e 82 + 25

{~os 5(t - 477/5)

t > 4,,/5 t < 4,,/5

t > 4,,/5· t < 4,,/5

= cos 5t 1.I(t - 4,,/5)

(c) We"have

1{ 8 + 1 }

.,e- (8 + .;\-)2 + !

=

=

..,f3t 1 . ..,f3t

e-Iht cos-- + - e-Iht sm--

2. Va 2

e-Iht ( ..J3t ..,f3 t)

-- Va cos -- + sin -2-

Va 2

Thus

.e-1{{8 + 1)e-".s} 82+8+1

=

t<7T

t>11

(d) We have

-4t t3/2 =

e r(5/2)

4t3/2 e-4t

3V;

51

52

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

Thus

{ e4-3s }

oC-1 (s + 4)5/2

{ e-3s }

e4oC-l (s+4)5/2

{ 4e4 (t _ 3)3/2 e-4(t-3)

3Y:;; o

t>3

t < 3

{ 4 (t _ 3)3/2 e-4(t-4) 3y;r

o

t> 3

t < 3

_4_:.(t_-_::.3,--)3_/2_e_-_4(_t-_4_) l1(t _ 3) 3y;r

10. Prove the change of scale property: If e : {f(S)} = F(t), then 1

c > {f(ks)} = k,F(tlk)

oC -1 {I(ks)}

Method 1. By Problem 11, Page 14, we have on replacing a by 11k, oC {F(tlk)}

k I(ks}. Then

fF(tlk)

Method 2. Since f(s) = .{'" e-st F(t) dt, we have

I(ks)

f'" e-kst F(t) dt = o

! f'" e-SU F(ulk) du k 0

=

Then

1

.,e_-1 {I(ks)} = kF(tlk).

.{'" e-SU F(ulk) d(ulk) = f.,e_ {F(tlk)}

[letting u = kt]

11. If -1 {e-1/S} _ COS 20 -1 {e-alS}

.,r:_ 172" - , find.,r:_ 172" where a> O.

s v;t s

By Problem 10, replacing s by ks, we have

or

-1 {e-l/ks}

J:. 81/2 =

Then letting k = 11a, ,

-1 {e-aIB}

..t:._ 81/2 =

1 cos 2VtJk k V7r(tlk)

cos 2M

v;;t

1 cos 2ftjk

Vk v;;t

=

cos 2y;;i

v;;t

INVERSE LAPLACE TRANSFORMS OF DERIVATIVES·AND INTEGRALS 12. Prove Theorem 2-6, Page 44: c:' {f(1£)(s)} = (-I)1£t1£F(t), n = 1,2,3, ....

dn

Since .,e_ {tn F(t)} = (-l)n dBn I(s) = (-l)n 1(1£)(8) [see Problem 19, Page 17], we have

oC-1 {/(n)(s)}

(-1)n t» F(t)

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

13. Find .J:.-1 { 8 }

(82 + a2)2 •

d { 1 1 -28

We have d8 82 + a2 J = (82 + a2)2 •

-1 { __ I_I _ s.in at

Then since.e. 82 + a2 (- a '

l J

we have by Problem 12,

t sin at

~

Another method. Differentiating with respect to the parameter a, we find,

-2as (82 + 0,.2)2

Hence

.e.-I [ d ( B )}

ldo,. 82+0,.2

or

i!_{ -1( 8 )}

da. . .e. 82 + 0,.2

i.e.

1 d

-- -(cosat) 20,. da

=

t sin at 20,.

_ _!_ (- t sin at) 20,. .

. Let 1(8) = In ( 1 + ;2) = .e. {F(t)}. Then 1'(8) = 8(8;-11) = -2 {~ - 82: I} .

Thus since .e.-I {!'(8)} = -2 (1 - cos t)

F(t) = 2(1 - cos t) t

-t F(t),

MULTIPLICATION AND DIVISION BY POWERS OF s

15. Prove Theorem 2-9: o('_1{f~8)} = it F(u) duo

it F(u) duo Then G'(t) = F(t), G(O) = O. Thus o

Let G(t)

.e. {G'(t)}= 8..e {G(t)} ~ G(O) = 8.(' {G(t)} = f(8)

and so

..e {G(t)} = 1(8)

8

.('-1 {f~>} = G(t) = ~ t F(u) du

or

Compare Problem 17, Page 'ie.

53

54

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

16. Prove that ~-I r~~)} = it.(v F(u) du dv.

Let G(t) = r Iov F(u) dudv. Then G'(t) = ~t F(u) du and G"(t) = F(t). Since G(O):::: G'(O):=: 0,

..e. {G"(t)} = 82..e. {G(t)} - 8 G(O) - G/(O)

82..e. {G(t)}

1(8)

Thus

1:. {G(t)} = 1(8)

82

or

..e.-I {'!:)} = G(t) = r J:V F(u) du dv

The result can be written ..e.-I {I!:)} =

In general, 1:.-1 {I;:) }

ft ft F(t)dt2• o 0

It It t

J 0 J 0 ••• i F( t) dt»

17. Evaluate ~-1 { 1 } .

83(82 + 1)

Since ..e.-I {82 ~ 1} = sin t, we have by repeated application of Problem 15,

..e.-1 { 1 } = r sin u du 1 - cos t

8(82 + 1)

'-

..e.-I{ I} it (1-cosu)du t - sint

82(82 + 1)

r (u - sin u) du

=

t2 2"+cost-l

Check: ..e. { ~ + cos t - 1 }

181

-+----

8382+18

82 + 1 + g4 - 82(82 + 1) 83(82 + 1)

1

s8(82 + I}

18. Given that

~-I { 8 } = -21 t sin t,

(82 + 1)2

find

~-I{ 1 }

(82 + 1}2 .

Method 1. By Theorem 2-9 [Problem 15], we have

-I{ 1 -} _1{1. 8 ~

c (82 + 1)2 1:."'8 (82 + 1)2 J

it tu sin u du

(tu)(- cos u) - (t)(- sin u) I: = t(sin t - t cos t)

Method 2. By Theorem 2-8, we have

{82 + 1-11

..e.-1 (82 + 1)2 J

~ {tt sin t}

..e.-I { 1- } _ ..e.-I { 1 1.

82 + 1 (82 + 1)2 J

t(t cO,S t + sin t)

Then

1:.-1 { 1 } = ..e.-1 {82 +1 I} - .l-(t cos t + sin t)

(82 + 1)2 '"

t(sin t - t cos t)

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

Using Problem 14, we find

(t 2(1 - cos u) du

Jo u

J>t

2 1 - cos u du

o u

'.

THE CONVOLUTION THEOREM

20. Prove the convolution theorem: If c:' {i(s)} = F(t) and .t.:_-l {g(s)}

.t.:_-l{f(S)g(s)} = ftF(U)G(t~U)dU'

o

G(t), then

F*G

Method 1. The required result follows if we can prove that

.J:. {~t F(u) G(t - u) dU}

/(8) g(s)

where /(s) = .J:. {F(t)}, g(s) = .J:. {G(t)}. To show this we note that the left side of (1) is

1::0 e-st {i~o F(u) G(t - u) dU} dt

~:o ~~o e-st F(u) G(t - u) du dt

where

The region in the tu plane over which the integration (2) is performed is shown shaded in Fig. 2-1.

u

u

M

Fig. 2-1

Fig. 2-2

Letting t ~ u. = v or t = u. + v, the shaded region CJ(tu of the tu. plane is transformed into the shaded region 'l{uv of the uv plane shown in Fig. 2-2. Then by a theorem on transformation of multiple integra4.s, we have

f f rst F(u) G(t - u) du dt 'l{tu

If e-S(U+V) F(u) G(v) I a(u, t) I du dv I a(u, v) . 'R.uv

55

(1)

(2)

(8)

56

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

where the Jacobian 0/ the. trans/ormation is

J

a(u, t) a(u, v)

au av

au au

au

av

at

at

Thus the right side of (3) is

1 1

o 1

1

=

fM fM-V

v=o u=o e-s(u+v) F(u) G(v) du dv

Let us define a new function

K(u, v)

{~- -s (U+ v) F(u)G(v)

This function is defined over the square of Fig. 2-3 hut, as indicated in (5), is zero over the unshaded portion of the square. In terms of this new function we can write (4) as

Then

5'" .f'" K(u, v) du dv o 0

Soo 5'" e-S(U+V) F(u) G(v) du dv o 0

I,(s) g(8)

which establishes the theorem .

We call and G.

. f F(u) G(t-u) du o

F * G the convolution integral or, briefly, convolution of F

(4)

if u+v ~ M ifu+v>M

(5)

v

Fig. 2-3

For a direct method of establishing the convolution theorem, see Problem 85.

21. Prove that F * G = G * F.

Letting t - u = v or u = t - v, we have

F* G fot F(u) G(t-u) du =

= .f G(v)F(t-v) dv = o

t .

5 F(t - v) G(v) dv

o

G*F

This shows that the convolution of F and G obeys the commutative law of algebra. It also obeys the associative law and distributive law [see Problems 80 and 81].

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

57

22. Evaluate each of the following by use of the convolution theorem.

(a) o(-1{(82:a2)2}, (b) o(-1{82(S~1)2}'

8 (a) We can write

(82 + a2)2

~-1{82~~} = si:at,

8 1

= 82 + a2 • 82 + a2 •

Then since

-1 J 8 1 .e ls2+a2f

cos at

and

we have by the convolution theorem,

it sina(t-u) d

cos au' u.

o a

1 it

- (cos au)(sin at cos au - cos at sin au) du

a 0

1 it

- sin at cos2 au du. -

a 0

1 it

- cos at sin au cos au du.

a 0

t ft

1. t i (1 + cos 2au) d 1 t sin 2au d

- SIn a u - - cos a --- u

a 0 2 a 0 2

1. t ( t sin 2at) 1 t (1 - cos 2at)

-sma - + --- - - cosa

a 2 4a a 4a

1. ( t sin at cos at) 1 t (sin2 at)

- sm at - + - - cos a ---

a 2 2a a 2a

Compare Problem 13, Page 53.

(b) We have .e-1{;2} = t, .e-1{(8;1)2} = t e:». Then by the convolution theorem,

~-l {82(8 ~ 1)2}

t

So (ue-U)(t - u) du

it (ut - u2) e-U du.

(ut - u2)(-e-U) - (t - 2u)(e-U) + (-2)(-e-U) I: te=t + 2e~t + t - 2

Check:

J;_ {te-t + 2rt + t - 2}

1 + 2 + l

(8 + 1)2 8 + 1 82

2

8

82 + 282(8 + 1) + (s + 1)2 - 28(8 + 1)2 s2(s + 1)2

1

82(S + 1)2

23. Show that it JV F(u) du d»

o 0

= ft (t - u) F(u) duo

o

By the convolution theorem,if f(8) = ~ {F(t)}, we have

58

THE INVERSE LAPLACE TRANSFORM

J:. t( (t - u) F(u) dU}

J:. {t} J:. {F(t)}

f(8) 82

Then by Problem 16,

t

50 (t-u)F(u) du

r iV F(u) du dv o 0

The result can be written

t t

So So F(t) dt2

it (t - u) F(u) du

In general, we can prove that [see Problems 83 and 84],

t

( (t - u)n-l

Jo (n-1)! F(u)du

PARTIAL FRACTIONS 24. Find .c:' { 3s + 7 L. 82-28-3J

Method 1.

38+ 7 82-28-3

38+7

A B

8-3 + 8+1

(8 - 3)(8 + 1)

Multiplying by (8 - 3)(8 + 1), we obtain

38 + 7 = A(8 + 1) + B(8 - 3) = (A + B)8 + A - 3B

Equating coefficients, A + B = 3 and A - 3B = 7; then A = 4, B = -1,

3s + 7

4 1

8-3 8+1

(8 - 3)(8 + 1)

and

-1 r 38 + 7 }

J:. l (8 - 3)(8 + 1)

4J:.-1f---1 } - J:.-1{ 1 }

ls-3 8+1

Method 2. Multiply both sides of (1) by 8 - 3 and let 8 -'> 3. Then

1. 3s + 7 lm-- 8_38+ 1

A + lim B(8 - 3) s-+3 8 + 1

or

A =4

Similarly multiplying both sides 'of (1) by 8 + 1 and letting 8 --> -1, we have

1 .. 38 + 7 1m -- 8_-1 8-3

lim A(8 + 1) + B

.... -1 8-3

or

B =-1

Using these values we obtain the result in Method 1. See also Problem 7(c), Page 50.

25. Find .r:_-l { 282-4 }.

(8 + l)(s - 2)(8 - 3)

We have

282 - 4

ABC 8+1 + 8-2 + 8-3

(8 + 1)(8 - 2)(8 - 3)

[CHAP. 2

(1 )

(1)

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

59

Let us use the procedure of Method 2, Problem 24.

A

Multiply both sides of (1) by 8 + 1 and let 8 ~ -1; then

. 282 - 4

hm

s-+-1 (8-2)(8-3)

1 6

B

Multiply both sides of (1) by 8 ~ 2 and let s -> 2; then

lim 282 - 4

s -+ 2 -;-(8-+'::', -=-1"-:) (:-8--:-3=)

4 3

Multiply both sides of (1) by 8 - 3 and let 8 -> 3; then

. 2s2 - 4

Iim -;---:-:-,.--;--c=

s ... 3 (s + l)(s - 2)

Thus

e

7 2

-1 J -1/6 + _:::-4/3 + 7/2} c lS+1 8-2 s-3

1 4 7

--e-t - -e2t + -e3t

6 3 2

{ 282-4 }

.e.-I (s + 1)(8 - 2)(8 - 3)

The procedure of Method 1, Problem 24, can also be used. However, it will be noted that the present method is less tedious. It can be used whenever the denominator has distinct linear factors.

26. Find ~ -1 {582 - 158 - ll} . (8+1)(8-2)3 .

582 - 158 - 11 (s + l)(s - 2)3

ABe D

8 + 1 + (8 - 2)3 + (8 - 2)2 + 8 - 2

(1)

A procedure analogous to that of Problem 25 can be used to find A and B.

A

Multiply both sides of (1) by s + 1 and let 8 ..... -1; then

lim 582 - 15s - 11

s-+ -1 (8 - 2)3

-1 3""

Multiply both sides of (1) by (s - 2)3 and let s ..... 2; then

B lim 582 - 158 - 11 = -7

s-+2 8 + 1

The method fails to determine e and D. However, since we know A and B, we have from (1),

582 - 158 - 11 (8 + 1)(8 - 2)3

-1/3 -7 e D

s + 1 + (8 - 2)3 + (8 - 2)2 + 8 - 2

(2)

To determine e and D we can substitute two values for 8, say 8 = 0 and 8 = 1, from which we find respectively,

21 2

1

-- + 7 + e - D 6

i.e. 3e - 6D = 10 and 3e - 3D = 11, from which e = 4, D = 1/3. Thus

{582 - 15s - ll}

.e_-1 (8 + l)(s - 2)3

-1 J -1/3 + ____=!__ + _4_ + ~}

.e_ l8 + 1 (s - 2)3 (8 - 2)2 8 - 2

1 --e-t 3

7 1

-t2 e2t + 4t e2t + - e2t

2 3

60

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

Another method. On multiplying both sides of (2) by 8 and letting s -> 00, we find 0 = -i + D which gives D = i. Then C can be found as above by letting 8 = 0.

This method can be used when we have some repeated linear factors.

27. Find J.:.-1{ 38+1 l.

(8 -1)(82 + 1)]

3s + 1

A + B8+ C

8-1 82+1

(1)

(8 - 1)(82 + 1)

Multiply both sides by 8 -1 and let 8 -> 1; then A

1. 38 + 1 Im-s-+ 1 82 + 1

2 and

3s + 1

2 + B8+C 8 -1 82 + 1

(2)

(8 - 1)(82 + 1)

To determine Band C, let 8 = 0 and 2 (for example); then

-1 = -2 + C,

7 5

2 + 2B+ C 5

from which C = 1 and B = -2.

Thus we have

-1 { 38 + 1 }

.t:._ (8 - 1)(82 + 1) .

-1 {_2_ + -28 + 1}

.t:._ 8-1 82+1

2.t:._-1 {_l } _ 2.t:._,-1 {_8 .}

8-1 82+1

2et - 2 cos t + sin t

Another method. Multiplying both sides of (2) by 8 and letting 8 -> co, we find at once that B = -2.

28. Find ~l{ 8:l+28+3 }.

J.:. (82 + 28 + 2)(82 + 28 + 5)

Method 1.

A8+B C8+D

82 + 28 + 2 + 82 + 28 + 5

(1)

(82 + 28 + 2)(82 + 28 + 5)

Multiplying by (82 + 28 + 2)(82 + 28 + 5),

82 +' 28 + 3

(A8 + B)(82 + 28 + 5) + (C8 + D)(82 + 28 + 2)

(A + C)s8 + (2A + B + 2C + D)s2 + (5A + 2B + 2C + 2D)s + 5B + 2D

Then A + C = 0, 2A + B + 2C + D = 1, 5A + 2B + 2C + 2D = 2, 5B + 2D = 3. Solving, A = 0, B=i, C=O, D=i. Thus

.t:._-l { 82 + 28 + 3 }

(82 + 2s + 2)(82 + 28+ 5)

-1{ 1/3 + ~_}

.e 82 + 28 + 2 82 + 28 + 5

1 -1 { 1 \ 2 -1 { 1 }'

1I.t:._ (8 + 1)2 + 1 J + 1I.t:._ (8 + 1)2 + 4

ie-t sin t + i' trt sin 2t

te-t (sin t + sin 2t)

CHAP.2J

THE INVERSE LAPLACE TRANSFORM

61

Method 2.

Let 8 = 0 in (1):

3 B D 10 = 2" + 5"

Multiply (1) by 8 and let s -> 00; 0 = A + C

Let s = 1:

3 20

A+B+C+D

5 8

Let 8 = -1:

1 2

-A + B + D-C 4

Solving, A = 0, B = i, C = 0, D = -i as in Method 1.

This illustrates the case of non-repeated quadratic factors.

Method 9. Since 82 + 28 + 2 = 0 for 8 = -1 ± i, we can write

S2 + 28 + 2

(s + 1 - i)(s + 1 + i)

Similarly Then

(s + 1 - 2i)(s + 1 + 2i)

S2 + 2s + 3

82 + 2s + 3

(82 + 2s + 2)(S2 + 28 + 5)

(8 + 1 - i)(s + 1 + i)(s + 1 - 2i)(8 + 1 + 2i)

A ..L_~+ C D

8 + 1 - i ' 8 + 1 + i 8 + 1 - 2i + 8 + 1 + 2i

Solving for A,B,C,D, we find A = 1/6i, B =-1/6i, C = 1/6i, D = --1/6i. Thus the required inverse Laplace transform is

e-(l-i)t 6i

e-(1+Dt

6i +

e-(1-20t 6i

e- (1 +20t 6i

("eit - e-it) (e2it - e-2it)

1 -t + .1e-t

"3e 2i 3 2i

ie-t sin t + te-t sin 2t = i6-t (sin t + sin 2t)

This shows that the case of non-repeated quadratic factors can be reduced to non-repeated linear factors using complex numbers.

HEA VISIDE'S EXPANSION FORMULA

29. Prove Heaviside's expansion formula (14), Page 46.

Since Q(s) is a polynomial with n distinct zeros a1' a2' ... , an. we can write according to the method of partial fractions,

P(s) Q(s)

8 - a1

+

+ ... +

+ ... +

(1)

Multiplying both sides by s - elk and letting 8 -> ak' we find using L'Hospital's rule.

1 Q'(s)

=

Thus (1) can be written

P(s) Q(8)

62

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

Then taking the inverse Laplace transform, we have as required

-1 {P(S)}

J:. Q(S)

30. Find .1:.-1 { 282 - 4 } .

(8 + 1)(8 - 2)(8 - 3)

We have peS) = 2s2 - 4, Q(s) = (s + l)(s - 2)(s - 3) = 83 - 482 + 8 + 6, Q'(s) = 382 - 8s + 1, al = --1, a2= 2, «s = 3. Then the required inverse is by Problem 29,

P(-l) -t + P(2) 2t + P(3) e3t

Q'(-1) e Q'(2) e Q'(3)

-2 4 14

-e-t + -e2t + -e3t

12 -3 4

1 --e-t 6

4 -e2t 3

Compare with Problem 25.

31. Find .t:. -1 { 38 + 1 } .

(8 -1)(82 + 1)

We have pes) = 38 + 1, Q(8) = (8 - 1)(82 + 1) ~ S3 _. S2 + S - 1, Q'(8) = 382 - 28 + 1, al = 1, a2 = i, a3 = -i since 82 + 1 = (s - i)(8 + i). Then by the Heaviside expansion formula the required inverse is

P(l) t + P(i) it + PC-i) -it

Q'(l) e Q'(i) e Q'(-i) e

(1)

~ t + 3i + 1 it + -3i + 1 -it

2 e -2 _ 2i e -2 + 2i e

2et + (-1- -!i)(cos t + i sin t) + (-1 + -!i)(cos t - i sin t)

2et cost + tsint - cost + -isin,t

2et 2 cos t + sin t

Compare with Problem 27.

Note that some labor can be saved by observing that the last two terms in (1) are complex conjugates of each other.

THE BETA FUNCTION 32. Prove that B(m, n)

r(m) r(n) r(m +n)

where m>O, n>O. -

Consider

G(t)

Then by the convolution theorem, we have

J:. {G(t)}

J:. {tm-I} J:. {tn-I}

rem) • r(n) rem) T(n)

8m

8m+n_

Thus

G(t)

rem) r(n) tm+n-1 rem +n)

or

t

J: xm-I (t - x)n-l dx

rem) r(n) tm + n-I rem +n)

Letting t = 1, we obtain the required result.

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

1f/2

33. Prove that J: sin2m-1 e eos2n-1 ede

1

= 2B(m,n)

r(m) r(n) 2r(m+n) .

From Problem 32, we have

B(m,n)

1

faxm-l (1- x)n-l dx

r(m) r(n) r(m+n)

Letting x = sin26, this becomes

B(m,n)

.[,,/2

2 sin2m-18 COS2n-1 (J de

o .

r(m) r(n) r(m+ n)

from which the required result follows.

34. Evaluate

f1T/2

(a) osin4 e cos" e de,

f1T 51f/2 de

(b) cos' e de, (c) .• azz:» .

o 0 vtane

(a) Let 2m - 1 = 4, 2n - 1 = 6 in Problem 33. Then m = 5/2, n = 7/2, and we have

J1f/2

o. sin4 e cos" e dfJ

1'(5/2) 1'(7/2) 21'(6)

(3/2)(1/2)y,r • (5/2)(3/2)(1/2)y,r 2'5'4'3'2'1

(b) Since cos 6 is symmetric about 6 = 1/"/2, we have J:1f cos+ (J d(J

Then letting 2m - 1 = 0 and 2n - 1 = 4, i.e. m = 1/2 and n = 5/2 in Problem 33, we find

(1f/2

2 Jo cos+ fJ dfJ

2 [1'(1/2) r(5/2)J 21'(3)

2 [V.ff . (3/2)(1/2)V;;:] 2'2'1

f1f/2 dfJ r"

(c) -_ - 0 sin-1/2 (J cosI!2 fJ d(J

o ytan(J-

Letting 2m -1 = -1/2 and 2n -1 = 1/2, or m = 1/4 and n = 3/4 in Problem 33, we find

f"12 dfJ

o v'tan (J

1'(1/4) 1'(3/4) ·21'(1)

1 71'

2" sin (71'/4)

using the result r(p) 1'(1- p) = "./(sin P1r), 0 < p < 1.

EVALUATION OF INTEGRALS 35. Evaluate it Jo(u) i-« - u) duo

o

Let G(t) = r Jo(u) Jo·(t - u) duo Then by the convolution theorem,

J:.. {G(t)}

J:.. {J()(t)} J:.. {Jo(t)} _ (_1_) (_1_)

- Y82 + 1 "'82 + 1

G(t) = J:..-l{82~1} sint

Hence

and so

G(t)

sin t

1

82 + 1

63

64

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

36. Show that J:'" cos X2 dx = tv;72.

Let G(t)

fOO cos tx2 d», Thentaking the Laplace transform, we find o

0( {G(t)} = i 00 e-st dt ~('O cos tx2 cW; = f'" dx i'" e-st cos tx2 dt

o 0

Letting x2 = 8 tan e or x = ...;; "'tan (I, this integral becomes on using Problem 34(c),

1 .£"/2

• r;- (tan e}-I/Z de

2v8 0

1 (7TV2)

2Vs -2-

Inverting, we find

G(t)

i 00 cos tx2 dx

Letting t = 1 we have, as required,

.( 00 cos XZ dx

MISCELLANEOUS PROBLEMS 37. Show that f'" e-x2dx = hi:;.

o

Consider G(t) = foo e-tx2dx. Then taking Laplace transforms, o

0( {G(t)}

=

r" dx )0 8 + x2

1 x I""

-tan-t-

V Vs 0

7T

=

Thus by inverting,

G(t)

= .('" e-tx2 dx

7T t-1/2

2 Vii

=

1 -y;t-1/2

2

and the required result follows on letting t = 1.

Another method.

Letting x2 = u or x = yu, the required integral becomes

1S·'"

- u-1/2 e-U du

2 0

But by Problem 32 with m = n = t, we have

1

{r(-!)}2 = i x-1/2(1-x)-1/2 dx

(1 dx

)0 ",x(1- x)

=

(1 da;

)0 vi - (-!-X)2

sin-1 (1- 2x) I:

=

Thus r(-j-) = Y; and so the required integral has the value lVii. See also Problem 29, Page 22.

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

38. Find .1:..-1 { 1 }

(82 + a2)3/2 •

65

1

We have [see Problem 34, Page 23], .c. {Jo(at)} - V 82 +a2 • Then differentiating with respect

to a, we find

-a

or

i.e,

.c. {t J~(at)} =

-a

(82 + a2)3/2

Thus

since J~(u) = -Jdu).

-1{ 1 }

.c. (82 + a2)3/2

t I

- - Jo(at) a

t Jdat) a

The required inverse can be written as

.c.-I {[(8 + 1)~ + 4]3/2} using Problem 38.

te 2- tJ 1 (2t)

{e-lIS}

40. Find .1:..-1 -8 - .

U sing infinite series, we find

1

- e-lIs

8

1{ 1 1· 1

- 1--+-.-. --+

8 8 2!82 3183

... }

1

=

1

3184 + ...

8

Inverting term by term,

1 + t2 t3
- t (21)2 (3!)2 +
1 - t + t2 t3 + ...
1222 12 22 32
1 - (2t1l2)2 + (2tl/2)4 (2t1l2)6 + ...
~ 2242 224262
Jo(2Vt) Let y = e- v.; then

e-V.

Y' -

- - 281/2'

Thus

48 u" + 2y' -y

o

(1)

66

THE INVERSE LAPLACE. TRANSFORM

[CHAP. 2

Now u" = .e. {t2Y} so that BY" = .t:.{1t [t2Yj} = .t:. {t2Y' + 2tY}. Also, y' = .t:. {-tY}. Thus (1) can be written

4.t:.{t2Y'+2tY} - 2.t:.{tY} - .t:.{Y} = 0

or

4t2Y' + (6t - l)Y = 0

which can be written

dY + (6t -1) d

Y \ 4t2 t

o

or

In Y + i In t + it = CI

i.e.

Y

=

Now tY

= ~e-1/4t

t1l2 •

Thus

.e.{tY} =

d --.t:.{Y} d8

=

c cy:;;.

For large t, tY - t1l2 and .t:. {tY} - 81/2' For small

theorem, eY:; = 1/2 or e = 1/2Y:;. It follows that

e- Vs 1 .

8, 2ys - 281/2 • Hence by the final value

__ 1 __ e-1/4t 2Y;;: t3/2

Another method. U sing infinite series, we have formally

=

.t:.-l {1 _ 8112 + .s. __ 83_/2 + £. _85/2 + ... }

2! 3! 4! 5!

.t:.-1{1} - .t:. {81/2} + .t:.-l {28!} -

{83/2}

.e-l 3! +

(1)

Using the results of Problem 170, Page 40 [see also Problem 33, Page 22] we have for p equal to zero or any positive integer,

=

t-p-3/2

r(-p-t)

(2)

while .e.-I {sP} = O.

Then from (1) using (2) we have

t-3/2 _ (!)(~) t-5/2 + (!) (~)(~) t-7/2 +

2Y:; 2 2 3! V; 2 2 2 5! V;

1 {I _ (_!__) + (1/22t)2 _ (1/22t)3 + ... }

2Y:; t3/2 22t 2 ! 3 !

=

=

{e-""}

42. Find "e-l -8- .

From Problems 41 and 15 we have

{e- Vs}

.e.-I -s

= c' {. 1 e-1I4U} du )0 2'tf';u3/2

2 J:""

= - e-1)2dv

Vii 1/2Vt

(letting u = 1/4v2)

erfc(2~)

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

• 1 {e-:xVs}

43. Fmd .,e- -8- •

In Problem 42 use the change of scale property (4), Page 44, with k = x2• Then

1 (1)

-erfc --

x2 2Vtfi2

from which

erfc(2~)

Note that this is entry 87 in the Table on Page 250.

44. Find .,e-l {283 + 1082 + 88 + 40} . 82(82 + 9)

Since

1 ~ 1 (1 1) we have

82(82 + 9) ~ 9 82 - 82 + 9 '

283 + 1082 + 88 + 40 82(82 + 9)

!{2S3 + 1082 + 8s + 40 _ 2s3 + 1082 + 8s + 40}

9 82 82+9

1 {(2S + 10 + ~ + 40) .. (28 + 10 + -lOs - 50)' 9 " 8 82 82+9 J

! {~ + 40 + ~ + __.£Q_}

9 8 82 82 + 9 82 + 9

=

and so

.('-1 {2S3 + 1082 + 88 + 40} 82(82 + 9)

~ (8 + 40t + 10 cos 3t + 530 sin 3t ) 1

27 (24 + 120t + 30 cos 3t + 50sin3t)

=

We can also use the method of partial fractions.

1 Il

45. Prove that Jo(t) = ~ eitw (1 - W2)-1f2 dw.

7r -1

We have [see Problem 34, Page 23],

1

1

...)82+ 1

1 1

--.--

Vs+i ...)8-i

Now

U sing the fact that

.('-1 {...;sh} - .('-l{~}

y;

{II}

.('-1 • __

ys+i ...)s-i

we have by the convolution theorem,

S" t u-1I2e-iu; • (t-u)-1I2ei<t-u)

_ r::; du

o y; V7r

1 it

-- ei(t-2u) u-lf2(t-u)-1f2 du

7r 0

67

68

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

Letting u = tv this becomes

1.£1

- eit(l-21l) v-1/2 (1- V)-1/2 dv

11' 0 •

or if 1 - 2v = w,

1 il

- eitw (1 - W2) -1/2 dw

11' -1

. 1.£7r

46. Prove that Jo(t) = - cos (t cos 8) dO.

7r 0

Let w = cos (J in the result of Problem 45. Then

1 i7r

- eitcos 6 d(J

11' 0

! S1r cos (t cos (J) d(J + i err sin (t cos (J) d(J

'IT 0 1T Jo

Equating real and imaginary parts or by showing directly that the last integral is zero, we have as required

li1f

- C6S (t cos (J) d(J

'IT 0

Another method.

.r

Let G(t) = - cos (t cos (J) d(J

'IT 0

2 S1f12

- cos (t cos (J) dIJ.

1T 0

Then taking Laplace transforms,

.f;_ {G(t)}

2 S7r/2

_ .8 d(J

'IT 0 82 + cos2 IJ

2 S11:12 2

_ 8SeCIJ d(J

1T 0 S2 tan2 (J + 82 + 1

2 1 (stan(l)111:12

- tan-1

1Tv's2+1 v's2+10

1

Thus G(t)

J 0 (t), as required.

Supplementary Problems

INVERSE LAPLACE TRANSFORMS

47. Determine each of the following;

(a) -1{ 3 } (c) -1 { 88 } (e) -1 {38 -12} (g) .f;_-l {;5} (i) -1 { 12 }
.f;_ 8+4 .f;_ 82+ 16 .f;_ 82+ 8 .f;_ 4- 38 .
(b) -1 { 1 } (d) .f;_-1 {S2 ~ 4} (I) .f;_-1 {28 - 5} (h) .f;_-1 {S:/2} (j) .f;_-l{~}
.f;_ 28-5 82-9 84/3
Am. (a) 3e-4t (e) 3 cos 2v'2 t - 3V2 sin 2v'2 t (i) -4e4t/3
(b) te5t/2 (I) 2 cosh 3t -i sinh 3t (j) (t-2/3 + 3tl!3)/r(1)
(c) 8 cos 4t (g) t4/24
(d) 3 sin 2t (h) 8t5/2/15v1i CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

69

48. Find (a) ~-1{(Vss-1J}' (b) ~-l{ 28 + 1 1
8(8 + 1) J .
An8. (a) 1 + t - 4t1/2/"';:;; (b) 1 + e-t
49. Find { 38-8 } (b) ~-1{ 58+10}.
(a) ~-1 482+25 ' 982 -16 .
Ans. (a) ! cos 5t/2 - t sin 5t/2 (b) i cosh 4t/3 + ! sinh4t/3 50. (a) Show that the functions

F(t) = {t t ~ 3 5 t = 3

and G(t)=t have the same Laplace transforms.

(b) Discuss the significance of the result in (a) as far as uniqueness of inverse Laplace transforms is concerned.

Ans.

-1 {38 - 8 48 - 24l {38 - 2 7}

(a).t:_ 82 + 4 - 82 -16 J' (b) .(-1 ~ - 38 + 2 .

(a) 3 cos 2t - 4 sin 2t - 4 cosh 4t + 6 sinh 4t

(b) 6t1/2/"';:;; - 8t3/2/3Vii - te-2t/3

51. Find

52. (a) If Fl (t) = .e-1 {It (s)}, 1<'2(t) = .e-1 {12(8)}, 1<'3 (t) = ~-1 {Ia (8)}, and C1' C2, C3 are any constants, prove that

stating any restrictions. (b) Generalize the result of part (a) ton functions.

53. Find

~-1 {3(82 -1)2 + 48 - 18 + (8 + 1)(2- 81/2>}

285 9 - 82 85/2 •

Ans. t - t - !t2 + l6t4 + 4t1/2/"';; + 8t;3/2/3"';:;; - 4 cosh 3t + 6 sinh 3t

54. Find (a) .e-1{(8:1)5}, (b) .e-1{(8/1)5/2}'

e-t 2t1/2(3 - 2t)

An8. (a) "24(4(3 - t4), (b) 3"";;

55. Find (a) .e-1{8/~~8~8}' (b) ~-1{82~81~82:32}'

Ans. (a) e2t(3 cos 2t - 4 sin2t), (b) 2eSt(4 cosh 2t + 7 sinh 2t)

lleSt - 3e4t

56. Find

(a)~-l J 38 + 2. } (b) ~-l { 58 - 2 }.

L 482 + 128 + 9 1 382 + 48 + 8

. -2t/3'

An8. (a) !e-3t/2 - ite-atI2, (b) T{25cos2V5t/3 - 24y'5sin2V5t/3}

57. Find

(a) ~-l {3 1. }, (b) ~-t r 1 ..} ;

y88 - 27 l '1'82 - 48 + 20

An8. (a) t-2/3 e27t18/2 Nl), (b) e2t Jo(4t)

70 THE INVERSE LAPLACE TRANSFORM [CHAP, 2
J e-2s} J 8e-3s} { e-S }
58. Find (a) .c-1 - , (b) .c-11.S2+4 ' (c) .c-1 -- •
l 82 Vs+1
Ans. (a) {~-2 t>2 (t - 2) 1.I(t - 2). (b) {~ sin2(t-3) t > 3 4 sin 2(t - 3) 1.I(t - 3).
or or
t<2 t < 3 r (t -1)-112/V;; (c) lO

t>l t < 1

or (t -1)-112 'U(t -l)/V;;.

{02e-2(t-2l - e-(t-2) Ans. (a)

t>2 t<2

or

{2rZ(t-Zl - r(t-2)} 1.I(t - 2)

{~e(t-3) sin 2(t - 3) (b) 2

o

t > 3 t<3

or

ie(t-3) sin 2(t - 3) 1.I(t - 3)

60. If .fXl e-st F(t) dt = f(s) and So 00 e-st G(t) dt = f(ps + q), where p and q are constants, find

a relationship between F(t) and G(t). Ans. G(t) = e-qt/p F(t/p)/p

61. rr ,,('-1 { 1 } = erf..;t, find .c-1 {~}, a> O. Ans. erf Vat/Va

sv'8+i s s+ a

63. Find

{ 1 } . { e-28 1

(a) ,,('-1 Vs(s-l) , (b) ,,('-1 Vs2+9!'

Ans. (a) et erf-{t,

t > 2 t<2

or

J 0 (3t - 6) 1.1 ( t - 2)

INVERSE LAPLACE TRANSFORMS OF DERIVATIVES AND INTEGRALS

64. Use Theorem 2-6, Page 44, to find

(a) .c-1 {l/(s - a)3} given that .c-1 {l/(s - a)} = eat,

(b) . .c-1 {S/(S2 - a2)2} given that .c-1 {1/(s2 - a2)} = (sinh at)/a.

65. Use the fact that .c-1 {l/s} = 1 to find .c-I {l/sn} where n =: 2,3,4, .... Thus find .c-1 {l/(s- a)n}.

Ans. ite-t sin t

68. Find .c-1 {tan r ! (2/S2)}.

Ans. 2 sin t sinh tit

CHAP. 2)

THE INVERSE LAPLACE TRANSFORM

A f t cos au -. cos bu d

ns. u

o u

MULTIPLICATION AND DIVISION BY POWERS OF s

70. Prove that .e-1 {t;:)} = .f Iov £w F(u) du dv dw.

Can the integral be writt~n as it It it F(t) dt3? Explain.

o Jo 0

71. Evaluate (a) .e-l{~3(S~1)}' (b) .e-l{82~8++23)}' (e) .e-l{S(S~1)3}' Ans. (a) 1 - t + it2 - e-t, (b) it + i - ie-3t, (e) 1 - e-t (1 + t + -!t2)

72. Find (a) .e-1tk}, (b) .e-lt~}.

Ans. (a) i erf (2Vt), (b) it Jo(au) du o

71

73. Find (a) .e-1 {(8 -1); (s + 2)}' (b) .e-1 {(s _ 2): (s + I)} and discuss the relationship between these inverse transforms.

Ans. (a);; (t4 - ~t3 + it2 - ~t + 287)

( t4 t3 t2 t 1) e=i

(b) e2t 36 + 54 - 54 + 81 - 243 + 243

74. If F(t) = .e-1 {f(s)}, show that

(a) .e-1 {s !'(s)} = -t Ff(t) - F(t) (b) .e-1 {s f"(s)} = t2 Ff(t) + 2t F(t)

(e) .e-1 {S2 !,,(s)}

t2F"(t) + 4tFf(t) + 2F(t)

75. Show that .e-1 {82 ~f(S) + F(O)} = -t F"(t) - 2 Ff(t).

THE CONVOLUTION THEOREM

76. Use the convolution theorem to find (a) .e-1 { 1 } (b) ,,-1 { 1 }

(s + 3)(s - 1)' '" (8 + 2)2 (s - 2) •

Ans. (a) !(et-e-3t), (b) ls(e2t-e-2t-4te-2t)

Ans. -!(sin t - cos t + e-t)

78. Find

.e-1 { s2 }

(s2 + 4)2 •

Ans. it cos 2t + 1- sin 2t

79. Find (a) .e-ltS2~1)3} ,(b) .e-l{(S2~4)3}'

Ans. (a) !{(3 - t2) sin t - 3t cos t}, (b) l4 t(sin 2t - 2t cos 2t)

72

THE INVERSE LAPLACE TRANSFORM

80. Prove that F * {G * H} = {F * G} * H, i.e. the associative law for convolutions.

81. Prove that (a) F*{G+H} = F*G + F*H, (b) {F+G}*H = F*H + G*H.

82. Show that 1 * 1 * 1 * ... * 1 (n ones) = tn-1/(n -1)! where n = 1,2,3, ....

83. Show that .( ~t r F(t) dtJ3

~t (t ;!U)2 F(u) duo

84. Show that

i't st it ft t n-l

. . . F(t) dt» = ( - u) F(u) duo

o 0 0 0 (n - 1)!

85. Prove the convolution theorem directly by showing that

f(8) g(8)

{~'" e-SU F(u) dU} {~OO e-SV G(v) dV}

f'" foo e-S(U+V) F(u) G(v) du dv o 0

86. Using the convolution theorem, verify that

it sin u cos (t- u) du

it sin t

1 it e(a-b)u

87. Show that - du

sr 0 yurt - u)

e(a-b)tI2 Io{.!(a- b)t}.

PARTIAL FRACTIONS

88. Use partial fraetions to find

(a) -1{ 38+16}

J:. 82-8-6'

(b) .-1 {28 - 1}.

J:. 83 _ 8

Ana. (a) 5e3t -r- 2e-2t, (b) 1 - !e-t + tet

89. Find

(a) -1 {~ 8 + 1 } (b)· -1 { 1182 - 2s + 5 }

J:. 68~ + 78 + 2' .(' (8 - 2)(28 -1)(8 + 1)'

An8. (a) te-tf2 - -1e-2t/3, (b) 5e2t - ~et/2 + 2e-t

(a) "-1{ 27-128 } (b) "_1{83+168-24}

.... (8 + 4)(82 + 9)' .... 84 + 2082 + 64 .

Ana. (0) 3e-4t - 3 cos 3t, (b) t sin 4t + cos 2t - sin 2t

90. Find

91. Find

J:.-1{ 8-1 }

(8 + 3)(82 + 28 + 2) .

Ana. ie-t(4cost - 3sint) - te-3t

92. Find

-1{ 82-28+3}

(a) J:. (8 _ 1)2 (8 + 1) .'

(b) J:.-1{383- 382 - 408 + 361.

(82 - 4)2 J

Ana. (a) t(2t -1)et + ie-t, (b) (5t + 3)e-2t - 2te2t

[CHAP. 2

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

73

93. Find

.,e-l{ 82-3 }

(8 + 2)(8 - 3)(82 + 28 + 5) .

An8. fo-e3t - ise-2t - fo-e-t cos 2t + /se--t sin 2t

94. Find

.,e-l{ 8 }

(82 - 28 + 2)(82 + 28 + 2) .

Am.! sint sinh t

95. Find

{ 283 - 82-1 } .,e-l (8+1)2(82+1)2 .

Am. ! sin t + it cos t - te:»

96. Use partial fractions to work (a) Problem 44, (b) Problem 71, (e) Problem 73, (d) Problem 76, (e) Problem 77.

97. Can Problems 79(a) and 79(b) be worked by partial fractions? Explain.

HEAVISIDE'S EXPANSION FORMULA

1 { 28 - 11 } 1 { 198 + 37 }

98. Using Heaviside's expansion formula find (a).,e- (8 + 2)(8 _ 3) , (b).,e- (8 _ 2)(8 + 1)(s + 3) .

Ans. (a) 3e-2t - e3t, (b) 5e2t - 3e-t - 2e-3t

99. Find

.,('-1{ 282-68+5} Am. -21et-e2t+-25e3t

83 - 682 + 118 - 6 .

100. Find

.,('-1 {(8 + ~)~8~ + I)} . Am. 2e-t + 3 sin t - 2 cos t

101. Use Heaviside's expansion formula to work (a) Problem 76(a), (b) Problem 77, (e) Problem 88, (d) Problem 89, (e) Problem 90 .

102. Find

.,e-l{ 8-1 }

(8 + 3)(82 + 28 + 2) .

Compare with Problem 91.

103. Find

{ 82-3 }

.,e-l (8 + 2)(8 - 3)(s2 + 28 + 5) •

Compare with Problem 93.

104. Find

.,e-l {(82 _ 28 + ~(82 + 28 + 2)} .

Compare with Problem 94.

105. Suppose that /(8) = P(8)/Q(8) where pes) and Q(s) are polynomials as in Problem 29 but that Q(s) = 0 has a repeated root a of multiplicity m while the remaining roots, b1, b2, .•• , bn do not repeat.

(a) Show that

/(s)

pes) - Q(s)

Ai A2 Am Bl H2

-,--------,- + + '" + -- + -- + -- +

(s - a)m (s - a)m 1 s - a 8 - bl S -- bz

1 dk

lim (k-l-)' -d k{(s-a)m!(s)}, k = 1,2, ... ,m.

s-+a • S

(b) Show that Ak

(e) Show that .,e -1 {feB)}

74

THE INVERSE LAPLACE TRANSFORM

[CHAP. 2

106. Use Problem 105 to find

{ 282 - 98 + 19 l (a) ..e~l (8 -1)2 (8 +3) J '

An8. (a) (3t-2)et + 4e~3t, (b) t(e~t- e~2t)

l{ 28+3 }

(b)..e~ (8 + 1)2 (8 + ~)2 .

107. Find

..e~l {1183 - 4782 + 568 + 4l (8 - 2)3 (8 + 2) J'

An8. (2t2 - t + 5)e2t + 6e~2t

108. Use Problem 105 to work (a) Problem 26, (b) Problem 44, (e) Problem 71, (d) Problem 73, (e) Problem 76(b).

109. Can the method of Problem 105 be used to work Problems 79(a) and 79(b)? Explain.

. l{ 283-82-11 .

110. Fmd ..e~ (8 + 1)2 (82 + 1)2 J usmg Problem 105. Compare with Problem 95.

111. Develop a Heaviside expansion formula which will work for the case of repeated quadratic factors.

. ~ {r 484 + 583 + 682 + 88 + 2}. . .

112. Fmd ..e 1 (8 _ 1)(82 + 28 + 2)2 usmg the method developed m Problem 111.

Ans. et + e=» {(3 - 2t) cos t - 3 sin t}

THE BETA FUNCTION

113. Evaluate each of the following: (a) II X3/2 (1 - X)2 d«, (b) f4 x3(4 - xl -1/2 dx, (e) 12 y4V 4 - y2 dy

o 0 a

An8. (a) 16/315, (b) 4096/35, (e) 2".

114. Show that II VI - x2 dx = 'Ir/4. o

115. Evaluate each of the following:

('r/2

(a»)n cos" () a»,

a

r

(b) 0 sin2(}cos4(} do,

(e) f1T sins 0 cos+ () do. a

Ans. (a) 5'1r/32, (b) 'Ir/32, (e) 3'1r/128

116. Prove that

("/2

J, sln> 0 do o

[1T12

cosr 0 do

• 0

(b)

2 • 4 • 6 ... (p - 1) 1·3·5···p

if p is an odd positive integer.

(a)

1 • 3 • 5 ... (p - 1) tr

2·4·6···p 2"

if p is an even positive integer,

117. Given that

S'" Xp-l --dx =

o 1. + x

[Hint. Let x/(l + x) = y.]

tr

show that rep) r(l - p)

where 0 < P < 1. sin P'lr

tr

. ,

sm P'lr

118. Use Problem 117 to show that

Ioo y2 dy o 1 + y4

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

75

(7r/2 1fV2

119. Show that In ytan fJ de = -2-' o

EVALUATION OF INTEGRALS

120. Show that f'" sin X2 dx o

121. Evaluate f'" sir. x dx. o x

Ans. 1f/2

122. Show that S'" x cos x3 dx o

1T

3\1"3 {'(liS) .

123. Prove that if 0 < P < 1,

(a)

f'" sin x dx XV

o

1T

2 r(p) sin (p1T/2)

(b) I" cos x dx

Jo xP

2 r(p) cos (p1T12) •

124. Use the results in Problem 123 to verify the results of Problems 120, 121 and 122.

125. (a) Show that SO< XZ e-x2 dx converges. o

(b) If t > 0, is ,(' {~OO X2 e-tx2 dX}

(e) Can the method of Problem 37 be used to evaluate the integral in (a)? Explain.

126. Evaluate it Jo(u) Jdt-u) duo o

Ans. Jo(t) - cos t

MISCELLANEOUS PROBLEMS

Ans. !.3 {e-t - et/2 (cos v'323 t - V3 sin Va t)lJ 2

[Hint. Let

fb (x - alp (b - x)q dx

a

X - a = (b - a)y.]

(b - a)p+q+l B(p + 1, q + 1)

where p>-l, q>-1 and b>a.

128. Prove that

129. Evaluate

(4 __ dx _

(a) J2 y(x - 2)(4 - x) ,

f54

(b) 1 ";(5 - x)(x - 1) dx.

Ans. (a.) 1T, (b) 2{r(l/4)}2 3v;i"

-1 {e-S(1 - e-s)}

130. Find,(' S(82 + 1) '.

Ans. {I - cos (t -l)} V(t - 1) - {I - cos (t - 2)}U(t - 2)

131. Show that

{e-xVss}

,('-1 __

Vs

t

132. Prove that i Jo (u) sin (t - u)du

76

THE· INVERSE LAPLACE TRANSFORM

[CHAP. 2

1 - e-21TS '

133. (a) Show that the function [(8) = is zero for infinitely many complex values of s.

8

are these values? (b) Find the inverse Laplace transform of f(8).

{I t> 217

Ans. (a) s = ±i, ±2i, ±3i, . . . (b) F(t) = 0 or F(t)

o < t < 2?T

What

'LI(t - 211")

An8. 1 - Jo(t) t

135. Show that r u(8 - U3)1/3 du, = 16V3 17 •

o 27

136. Let F(t) = t2 at all values of t which are irrational, and F(t) = t at all values of t which are rational. (a) Prove that .e. {F(t)} = 2/83, 8> O. (b) Discuss the significance of the result in (a) from the viewpoint of the uniqueness of inverse Laplace transforms.

137. Show how series methods can be used to evaluate (a) .e.-1 {1/(82 + I)}, (b) .e.-1 {In (1 + lis)},

(e) .e.-1 {tan-1 (lis)}.

1

Ans. . e-l/(t-3) 'LI(t-3)

V17(t - 3)3

139. Show that

i'" u sin tu du o 1 + u2

'1!_e-t t>O

2' .

140. If F(t) = t-1I2, t >0 andG(t)

O<t<l t> 1 '

show that

F(t) * G(t)

{: - 2 tan+! Vt=1

O<t<l t > 1

14,1. Show that

142. Find

An8. t-1/2/V;; + eterfYt

[1T/2

143. Show that (a) ) A sin (t sin- s) do

o

1- sin (t/2) J 0 (t/2)

f-

j.7T/2

(b) cos (t cos2 fJ) do

o

1- cos (tI2) Jo(t/2).

1H. Let .e.-I {f(s)} = F(t) have period T> O. Prove that

.,('-1 {f(s)(l- e-sT)} = F(t) if 0 < t < T and zero if t > T.

145. (a) Show that

t2 2!

(b) Discuss the relationship of the result in (a) to that of Problem 127.

CHAP. 2]

THE INVERSE LAPLACE TRANSFORM

146: Can Heaviside's expansion formula be applied to the function f(8) :=:; 1/(8 cosh 8)? Explain.

147. Prove that f:'" Jo(xZ) dx o

148. Show that

149.· Show that

150. Find .,c-l {_1_}. l+fs

un. Show that

1/4v;..

. r II}

.,c-l 'l. s sin 8

t2 t4 t6

1 - (2!)2 + (4!)2 - (6!)2 + ...

A 'n8 -. t-1/2/"';; - et erfc (-.(t)

-1{ 1 }

.e 8+e-8

ttl (-l)n (t - n)n

n~o n!

where [t] denotes the greatest integer less than or equal to t.

152. Show that .,c-l {~Jo (:s)}

77

Chapter 3

ORDINARY DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

The Laplace transform is useful in solving linear ordinary differential equations with constant coefficients. For example, suppose we wish to solve the second order linear differential equation

d2y dY

dt2 + a dt + (JY = F(t)

or

Y" + aY' + (JY = F(t)

(1)

where a and (J are constants, subject to the initial or boundary conditions

YeO) = A,

Y'(O) = B

(2)

where A and B are given constants. On taking the Laplace transform of both sides of (1) and using (2), we obtain an algebraic equation for determination of J.:.. {Yet)} = yes). The required solution is then obtained by finding the inverse Laplace transform of yes). The method is easily extended to higher order differential equations. See Problems 1-8.

ORDINARY DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS

The Laplace transform can also be used in solving some ordinary differential equations in which the coefficients are variable. A particular differential equation where the method proves useful is one in which the terms have the form

(3)

the Laplace transform of which is

(4)

See Theorem 1-10, Page 4, and Theorem 1-12, Page 5.

For details of solution see Problems 9-11.

SIMULTANEOUS ORDINARY DIFFERENTIAL EQUATIONS

The Laplace transform can be used to solve two or more simultaneous ordinary differential equations. The procedure is essential1y the same as that described above. See Problems 12 and 13.

78

CHAP. 3]

APPLICATIONS TO DIFFERENTIAL EQUATIONS

79

APPLICATIONS TO MECHANICS

Suppose a mass m, attached to a flexible spring fixed at 0, is free to move on a frictionless plane PQ [see Fig. 3-1]. If X(t), or briefly X, denotes the instantaneous displacement of m at time t from the equilibrium or rest position, there will be a restoring force acting on m equal to -kX, where k is a constant depending on the spring, and called. the spring constant. This follows from Hooke' 8 law which, on the basis of experiment, states that the restoring force acting on ~ spring is proportional to the stretch or extension of the spring from the equilibrium position. According to Newton's law which states that the net force acting on m is equal to the mass times the acceleration, the equation of motion is

or

,,-- Equilibrium

I position

I

(a)

Q

(b)

Fig. 3-1

mX" + kX = 0

(5)

If in addition, there is a damping force proportional to the instantaneous speed of m, the equation of motion is

dX -kX - f3- dt

or

m.X" + f3X' + kX = 0

(6)

where. the proportionality constant f3 is call~d the damping constant.

A further modification takes place when some prescribed time-varying external force J'(t) also acts on m. In such case the equation of motion is

dX

-kX - f3([[ + J'(t)

or

mX" + f3X' + kx = J'(t)

(7)

By using Laplace transforms to solve equations (5), (6) or (7)- subject to various approprtateinitial conditions of physical interest, the displacement X(t) can be found. See Problems 14, 15, 27 and 28.

APPLICATIONS TO ELECTRICAL CIRCUITS

A simple electrical circuit [Fig. 3-2] consists of the following circuit elements connected in series with a switch or key K:

1. a generator or battery, supplying an elec-

tromotive force or e.m.f. E (volts),

2. a resistor having resistance R (ohms),

3. an inductor having inductance L (henrys),

4. a capacitor having capacitance C (farads). These circuit elements are represented symbolically as in Fig. 3-2.

I

R

L

Fig. 3-2

80

APPLICATIONS TO DIFFERENTIAL EQUATIONS

[CHAP. 3

When the switch or key K is closed, so that the circuit is completed, a charge Q (coulombs) will flow to the capacitor plates. The time rate of flow of charge, given by

.~~ = I, is called the current and is measured in amperes when time t is measured in seconds.

More complex electrical circuits, as shown for example in Fig. 3··3, can occur in practice.

K
N E -r
C1
R C2
B D
I 11
A F Q
12 L
H G Fig. 3-3

An important problem is to determine the charges on the capacitors and currents as functions of time. To do this we define the potential drop or voltage drop across a circuit element.

(a) V oltage drop across a resistor dQ
RI = Rd[
(b) Voltage drop across an inductor L dI - d2Q
dt - L dt2
(c) Voltage drop across a capacitor Q
C
(d) Voltage drop across a generator - Voltage rise = -E The differential equations can then be found by using the following laws due to Kirchhoff.

Kirchhoff's Laws

1. The algebraic sum of the currents flowing toward any junction point [for example A in Fig. 3-3] is equal to zero.

2. The algebraic sum of the potential drops, or voltage drops, around any closed loop [such as ABDFGHA or ABDFQPNMA in Fig. 3-3] is equal to zero.

For the simple circuit of Fig. 3-2 application of these laws is particularly easy (the first law is actually not necessary in this case]. We find that the equation for determination of Q is

d2Q dQ Q

L dt2 + R d[ + C = E

(8)

By applying the laws to the circuit of Fig. 3-3, two simultaneous equations are obtained [see Problem 17].

CHAP. 3]

APPLICATIONS TO DIFFERENTIAL EQUATIONS

81

Note the analogy of equation (8) with equation (7). It is at once apparent that mass m corresponds to inductance L, displacement X corresponds to charge Q, damping factor (J to resistance R, spring constant k to reciprocal of capacitance lie, and force J' to electromotive force E. Such analogies are often useful in practice.

APPLICATIONS TO BEAMS

Suppose that a beam whose ends are at x = 0 and x = I is coincident with the x axis [Fig. 3-4]. Suppose also that a vertical load, given by W(x) per unit length, acts transversely on the beam. Then the axis of the beam has a transverse deflection Y(x) at the point x which satisfies the differential equation

d4y

y

W(x) EI

O<x<l

(9)

Fig. 3-4

This transverse deflection is sometimes called the deflection curve or elastic curve. The quantity EI is called the flexural rigidity of the beam and we shall assume it to be constant. [Actually, E is 'Y01tng'S modulus of elasticity for the beam and I is the moment of inertia of a cross section of the beam about the axis.] The quantities EI Y"{x) and EI Y"'(x) are called respectively the bending moment and vertical shear at x. Note that the Y axis is taken as positive downwardso that deflections are positive downward.

The boundary conditions associated with the differential equation (9) depend on the manner in which the beam is supported. The following are most common.

1. Clamped, Built-In or Fixed End: Y = Y' = 0

2. Hinged or Simply-Supported End: Y = Y" = 0

3. Free End: Y" = Y'" = 0

PARTIAL DIFFERENTIAL EQUATIONS

The Laplace transform is also useful in solving various partial differential equations subject to boundary conditions. Such problems are often referred to as boundary-value problems. We consider a few such simple problems in this chapter [see Problems 22-26 and 31]. A more complete discussion of boundary-value problems is given in Chapter 8 where advantage can be taken of the complex inversion formula of Chapter 6.

82

APPLICATIONS TO DIFFERENTIAL EQUATIONS

[CHAP. 3

Solved Problems

ORDINARY DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS 1. Solve Y" + Y = t, YeO) = 1, Y'(O) = -2.

Taking the Laplace transform of both sides of the differential equation and using the given conditions, we have

.r:. {Y"} + .r:. {Y} = .r:. {t},

82y - 8 Y(O)

Y'(O) + y

1 82

Then

.r:. {Y} 1 + 8-2
Y 82(82 + 1) 82 + 1
1 1 + 8 2
82 82 + 1 82 + 1 82 + 1
1 + 8 3
82 82+ 1 82 + 1
Y = -1 {1 + 8 - 82! 1} t+cost- 3 sin t
.r:. 8282+1 and

Check: Y = t + cos t - 3 sin t, Y' = 1 - sin t - 3 cos t, Y" = - cos t + 3 sin t. Then Y" + Y = t,

Y(O) = 1, Y'(O) = -2 and the function obtained is the required solution.

For another method, using the convolution integral, see Problem 7 and let a = 1, F(t) := t.

2. Solve Y" - 3Y' + 2Y = 4e2t, Y(O) = -3, Y'(O) = 5 .

We have

.r:. {Y"} - 3.r:. {Y'} + 2.r:. {Y}

{82y - 8 Y(O) - Y'(O)} - 3{8Y - Y(O)} + 2y

=

4 8-2

{S2y + 38 - 5} - 3{sy + 3} + 2y

4 8-2

(82 - 38 + 2)y + 38 - 14

4 8-2

y

4 + 14 - 3s

(82 - 38 + 2)(8 - 2) 82 - 38 + 2

-382 + 208 - 24 (8 - 1)(s - 2)2

-7 + _4_ + 4

8 - 1 8 - 2 (8 - 2)2

Thus

Y

{ -7 4 4 I

.r:.-1 -- + -- + ---~

8 -1 8 - 2(8 - 2)2 J

-7 et + 4e2t + 4te2t

which can be verified as the solution.

CHAP. 3]

APPLICATIONS TO DIFFERENTIAL EQUATIONS

3. Solve Y" + 2Y' + 5Y = e-t sin t, Y(O) = 0, Y'(O) = 1.

We have

,,(' {Y"} + 2,,(' {Y'} + 5.e {Y}

.e {e-t sin t}
1 1
(8 + 1)2 + 1 82+28+2
1
- __
82+28+2
= 1
82+28+2 {82y - 8 Y(O) - Y'(O)} + 2{8y - Y(O)} + 5y

{82y - ~(O) - 1} + 2{8Y - O} + 5y

(82 + 28 + 5)y - 1

y

1 +

(82 + 28 + 2)(82 + 28 + 5)

(82 + 28 + 2)(82 + 28 + 5)

Then [see Problem 28, Page 60]

-1{ 82+28+3 }

.e (82 + 28 + 2)(82 + 28 + 5)

i ~-t (sin t + sin 2t)

Y =

4. Solve Y'" - 3Y" + 3Y' - Y = t2et, Y(O) = 1, Y'(O) = 0, Y"(O) = -2 .

We have

.e {Y"'} - 3.e {Y"} + 3.e {Y'} - .e {Y} = .e {t2 et}

{8ay - 82 Y(O) - 8 Y'(O) - Y"(O)} - 3{s2y - S Y(O) - Y'(O)} + 3{8Y - Y(O)}

y

Thus

(83 - 382 + 38 -1)y - 82 + 38 - 1

2

(8 -1)3

y

82- 38 + 1 2

+ __

(8 - 1)3 (8 - 1)6

=

82 - 28 + 1- 8 2

(8 - 1)3 + (8 - 1)6

(8 -1)2 - (8 - 1) - 1 + _2_

(8 - 1)3 (8 - 1)6

1 8-1

1

_1_+ .2

(8 - 1)3 (8 -1)6

(8 _1)2

and

Y = et - tet

2

(8 -1)3

83

5. Find the general solution of the differential equation in Problem 4.

In this case, the initial conditions are arbitrary. If we assume Y(O) = A, Y'(O) = B, Y"(O) = C, We find as in Problem 4,

(83y - As2 - B8 - C) - 3(82y - As - B) + 3(8Y - A)

2

y

(8 - 1)3

or

A82 + (B - 3A)s + 3A - BE + C 2

(8 - 1)3 + (8 - 1)6

y

84

APPLICATIONS TO DIFFERENTIAL EQUATIONS

[CHAP. 3

Since A, Band C are arbitrary, so also is the polynomial in the numerator of the first term on the right. We can thus write

y

C1 c2 + ~ + __ 2_

(s - 1)3 + (8 -1)2 8 - 1 (s - 1)6

and invert to find the required general solution

0lt2 t5et -2- et + c2tet + caet + 60

y

=

where the Ck'S are arbitrary constants.

It should be noted that finding the general solution is easier than finding the particular solution since we avoid the necessity of determining the constants in the partial fraction expansion.

6. Solve Y" + 9Y = cos2t if Y(O) = 1, Y(7T/2) = -1.

Since Y'(O) is not known, let Y'(O) = c. Then

of:.. {Y"} + 9 of:.. {Y}

c {cos 2t}

s2y - 8 YeO) Y'(O) + 9y

(82 + 9)y - s - 0

and

y

8+ C 8

s2 + 9 + (82 + 9)(82 + 4)

s C 8

82 + 9 + 82 + 9 + 5(S2 + 4)

8

5(82 + 9)

4( s) C 8

5 g2 + 9 + 82 + 9 + 5(82 + 4)

Thus

Y

43+0'3+12

"5 cos t '3 sm t "5 cos t

To determine c, note that Y(1T/2} = -1 so that -1 = -c/3 - 1/5 or C = 12/5. Then

Y . t cos 3t + t sin 3t + i cos 2t

7. Solve y" + a2y = F(t), Y(O)

1, Y'(O) = -2.

We have

of:.. {Y"} + a2of:.. {Y} of:.. {F(t)} f(s)
s2y - 8 YeO) Y'(O) + a2y = f(s)
g2y - S + 2 + a2y f(s}
8-2 + f(s)
y s2+ a2 s2+ a2 and so

CHAP. 3]

APPLICATIONS TO· DIFFERENTIAL EQUATIONS

85

Then using the convolution theorem,

y

r }

8-2

.e-l~S2+a2

'- -

-1 r /(8) }

+,,(_ Ls2+a2

cos at _ 2 sin at + F(t) * sin at

a a

2 sin at 1 it

cos at - + -- F(u) sin a(t - u) du

a a 0

Note that in this case the actual Laplace transform of F(t) does not enter into the final solution.

8. Find the general solution of Y" - a2y = F(t).

Let Y(O) = Cl' Y'(O) = C2' Then taking the Laplace transform, we find

Thus

g2y _ SCl - C2 - a2y f(s)
y = SCI + C2 + [(s)
S2 - a2 s2-a2
C2 1 it
Y = Cl cosh at + -sinhat + - F(u) sinh a(t - u) du
a a 0
1 .C
A cosh at + B sinh at + - F(u) sinh a(t - u) du
a 0 . or

which is the required general solution.

ORDINARY DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS

9. Solve t/Y" + y, + 4tY = 0, Y(O) = 3, Y'(O) = o .

We have

.e {tylI} + ,,(_ {Y'} + ,,(_ {4tY}

o

Then

-!!_ {82y - s Y(O) - Y'(O)} + {sy - Y(O)} - 4 dy 0
ds ds
dy 0
(82+4)- + 8y
d8
dy + 8 ds 0
Y 82 + 4
C
Iny + tIn (82+ 4) Cl or y ";82 + 4
Y = cJo(2t) or

i.e.,

and integrating

Inverting, we find

To determine C note that Y(O) = cJo(O) =: C = 3. Thus

Y =' 3 Jo(2t)

86

APPLICATIONS TO DIFFERENTIAL EQUATIONS

10. Solve tY" + 2Y' + tY = 0, Y(O+) = 1, Y(7T) = O.

Let Y'(O+) = c. Then taking the Laplace transform of each term

d d

- ds {s2y - s Y(O+) - Y'(O+)} + 2{sy - Y(O+)} - ds y 0

or -s2y' - 2sy + 1 + 2sy - 2 - y' = 0
i.e., -(82+ l)y' - 1 0 or y' -1
82+ 1
Integrating, y - tan-1 s + A Since y -> 0 as s -> 00, we must have A = rr/2. Thus

y = :: - tan -18 = 2

1 tan-Is

Then by the Example following Theorem 1-13 on Page 5;

.e-1 {tan-1 ~}

sin t

Y

This satisfies Y(rr) = 0 and is the required solution.

11. Solve Y" - tY' + Y = 1, Y(O) = 1, Y'(O) = 2.

We have

c {Y"} - .e {tY'} + .e {Y} = e {1}

1

s

i.e.,

s2y - s YeO) - Y'(O) + ts {sy - yeO)} + y

s

1

or

s2y - S - 2 + sy' + y + y

1

s

Then

sy' + (s2 + 2)y

or

dy ( 2)

- + 8+- Y

ds s

An integrating factor is ef (s +~) ds = etA! S2 + 2 In s = 82 e'h S2. Then

d "- 2

- {82 e72S y} d8

or integrating,

y

1 + 2 + !:..e-'hs2

s 82 S2

[CHAP~ 3

CHAP. 3]

APPLICATIONS TO DIFFERENTIAL EQUATIONS

To determine c, note that by series expansion,

y

1 ~ + c

8 + 82 82 (1 - t82 + ts4 - ... )

Then since _,e-1 {8k} = 0,_ k = 0,1,2, _ .. , we obtain on inverting,

Y 1 + (c + 2)t

But Y'(O) = 2, so that c = 0 and we have the required solution

Y = 1 + 2t

SIMULTANEOUS ORDINARY DIFFERENTIAL EQUATIONS

{~~ = 2X-3Y

dY _ Y _ 2X dt

12. Solve

subject to X(O) = 8, Y(O) = 3.

Taking the Laplace transform, we have, if _,e {X} = x, _,e {Y} = y,

8X - 8

(1) (8 - 2)x + 3y

(2) 2x + (8 - l)y

2x - 3y

or

8y - 3

y - 2x

or

Solving (1) and (2) simultaneously,

I 8 8~11
3 88-17 88-17
x 18~2 8~11 82-38-4 (8 + 1)(8 - 4)
18;2 8 I
3 38 -22 38- 22
y =
18;2 8~ 11 82-38-4 (8 + 1)(8 - 4)
Then X _,e-1 {x} 56-t + 364t
Y ,,('-1 {y} 5e-t - 2e4t {XIf + y, + 3X 13. Solve

Y" - 4X' + 3Y

Y'(O) = -55.

15e-t

= 15 sin2t

subject to X(O) = 35, X'(O) = -48, Y(O) = 27,

Taking the Laplace transform, we have

82X - 8(35) - (-48) + 8y - 27 + 3x

15 8+1

82y - 8(27) - (-55) - 4{8X - 35} + 3y

87

8

3

5 + 3

81;-1 8-4

5 2

8+1 8-4

30 82+ 4

88

APPLICATIONS TO DIFFERENTIAL EQUATIONS

{CHAP. 3

or

(82 + 3)x + 8y

15 358 - 21 + -- 8+1

(1)

-48X + (82 + 3)y

30 278 - 195 + 82+4

Solving (1) and (2) simultaneously, 15

358 - 21 + 8 + 1 8

30

278 - 195 + 82 + 4 82 + 3

x

-48 82+ 3

=

35s3 - 4882 + 3008 - 63 15(82 + 3) .

(82 + 1)(82 + 9) + (8 + 1)(82 + 1)(82 + 9)

308

(82 + 1)(82 + 4)(82 + 9)

308 82+1

45 3 28

82+9 + 8+1 + 82+4

-48

30 278 - 195 + 82+4

82+3

15 358 - 21 +-- 8+1

y

-48 82+3

=

2783 - 5582 - 38 - 585 608 30(82 + 3)

(82 + 1)(82 + 9) + (8 + 1)(82 + 1)(82+ 9) + (82 +1)(82 + 4)(82 + 9)

~_~ __ 3_+_2_

82+9 82+1 8+1 82+4

=

Then

x = .e-1 {x} = 30 cos t - 15 sin 3t + 3e~t + 2 cos 2t

.e-1 {y}

30 cos 3t - 60 sin t - 3e-t + sin 2t

APPLICATIONS TO MECHANICS

14. A particle P of mass 2 grams moves on the X axis and is attracted toward origin 0 with a force numerically equal to 8X. If it is initially at rest at X = 10, find its position at any subsequent time assuming (a) no other forces act, (b) a .damping force numerically equal to 8 times the instantaneous velocity acts.

(a) Choose the positive direction to the right [see Fig. 3-5]. When X> 0, the net force is to the left (i.e. is negative) and must be given by -8X. When X < 0 the net force is to the right (i.e. is positive) and must be given by -8X. Hence in either case the net force is -8X. Then by Newton's law,

I--I~~- X i

--+-------~--------X

o

p

Fig. 3-5

(Mass) • (Acceleration) d2X

Net force

2

-8X

or

d2X + 4X dt2

o

(1)

CHA,P.3]

APPLICATIONS TO PIFFERENTIAL EQUATIONS

89

The initial conditions are: (2) X(O) = 10, (3) X/CO) = O.

Taking the Laplace transform of (1) and using conditions (2) and (3), we have, if x = oC {X},

S2X - lOs + 4x = 0

or

lOs x = s2+4

Then

X = J:_-l{x} = 10cos2t

The graph of the motion is shown in Fig. 3-6 below. The amplitude [maximum displacement from 0]. is 10. The period [time for a complete cycle] is 1T. The frequency [number of cycles per second] is 1/1T.

x

Period

~I

1T

Fig. 3-.6

X

Fig. 3-7

(b) When X> 0 and dX/dt > 0, P is on the right of 0 and moving to the right. Then the damping force is to the left (i.e. is negative) and must be given by -8dX/dt. Similarly when X <0 and dX/dt < 0, P is on the left and moving to the left so the damping force is to the right (i.e, is positive) and must also .be given by -8 dX/dt, The damping force is also -8 dX/dt for the cases X> 0, dX/dt < 0 and X < 0, dX/dt > O. Then

(Mass) (Acceleration) Net force
d2X -8X - 8 dX
2 dt2 dt
d2X +4dX+4X 0
dt2 dt
(5) X(O) = 10, (6) X/CO) = O. or

i.e.,

with initial conditions

Taking the Laplace transform of (4) and using conditions (5) and (6), we have

S2X - 108 + 4(8X - 10) + 4x 0

or

x

Then

X

-1 {108 + 40}

oC (8 + 2)2

lOs + 40 82+4s + 4

oC-1{10(8 + 2) + 20} (8 + 2)2

10oC-1 { __ 1_} + 20.e-1{_1_}

8 + 2 (8 + 2)2

10e-2t + 20te-2t 10e-2t (1 + 2t)

The graph of X vs. t is shown in Fig. 3-7 above. Note that the motion is non-oscillatory.

The particle approaches 0 but never reaches it.

90

APPLICATIONS TO DIFFERENTIAL EQUATIONS

[CHAP. 3

15. A particle of mass m moves along the X axis and is attracted toward origin 0 with a force numerically equal to kx, k > O. A damping force given by f3 dXldt, f3 > 0, also acts. Discuss the motion, treating all cases, assuming that X(O) = Xo, X'(O) = Va.

The equation of motion is

-kX

dX f3(fi

or

o

(1)

where a = f312m, . w2 = kim.

The Laplace transform of (1), using the initial conditions, yields

S2X - X08 - Vo + 2a(sx - Xo) + w2x 0
8XO + (VO + 2aXo)
or x 82 + 2a8 + w2
(8 + a)Xo + Vo + aXo
(8 + a)2 + w2 - a2 (8 + a)2 + w2 - a2 Case 1, w2 - a2 > O.

In this case,

x = 0(-1 {x}

(Vo + aXo)

Xoe-atcosVw2-a2t + e-atsinVw2-a2t

Vw2-a2

The motion is called damped oscillatory [see Fig. 3-8 below]. The particle oscillates about 0, the magnitude of each oscillation becoming smaller with each swing. The period of the oscillations is given by 2rriV w2 - a2, and the frequency is V w2 - a2/2rr. The quantity w/2rr (corresponding to (y. = 0, i.e. no damping) is called the natural frequency.

Case 2, 6)2 - a2 = O.

In this case,

x

0(-1 {x}

0( - 1 {_X_o_ + -eVe-0 --,.+_a-,-,xo:--o}

8+a (8+a)2

Here the particle does not oscillate indefinitely about O. Instead, it approaches 0 gradually but never reaches it. The motion is called critically damped motion since any decrease in the damping constant {1 would produce oscillations [see Fig. 3-9 below].

Case 3, ",2 - a2 < o.

In this case,

x

0(-1 {x}

I{ (s+a)Xo Vo+axo}

c: +

(8 + a)2 - (a2 - 6)2) (s + a)2 - (a2 - (2)

Vo+aXo _

Xo cosh Va2,- w2 t + sinh ~- ",2 t

Va2- w2

The motion is called overdamped motion and is non-oscillatory. The graph is similar to that of critically damped motion [see Fig. 3-10 below].

CHAP. 3]

APPLICATIONS TO DIFFERENTIAL EQUATIONS 91

x

x X

t

t

....../

./

./

Damped oscillatory motion Fig. 3-8

Critically damped motion Fig. 3-9

Overdamped motion Fig.3-10 '

APPLICATIONS TO ELECTRICAL CIRCUITS

16. An inductor of 2 henrys, a resistor of 16 ohms and a capacitor of .02 farads are connected in series with an e.m.f. of E volts. At t = 0 the charge on the capacitor and current in the circuit are zero. Find the charge and current at any time t > 0 if (a) E = 300 (volts), (b) E = 100 sin 3t (volts).

.....------1 E 1-----_.

2h

.02fd

16 ohms

Fig. 3-11

Let Q and I be the instantaneous charge and current respectively at time t. By Kirchhoff's laws, we have

dI Q

2 dt + 16I + .02

E

(1)

or since I = dQ/dt,

2 ~t~ + 16 ~~ + 50Q

with the initial conditions Q(O) = 0, I(O) = Q'(O) = o.

E

(2)

(a) If E = 300, then (2) becomes

d2Q dQ

dt2 + 8([[ + 25Q 150

Then taking the Laplace transform, we find

{82q - 8 Q(O) - Q'(O)} + 8{8q - Q(O)} + 25q

150

8

or

q

150 6 68+ 48
8(82 + 88 + 25) 8 82 + 88 + 25
6 6(8 + 4) + 24
=
8 (8 + 4)2 + 9
6 6(8 + 4) 24
8 (8 + 4)2 + 9 . (8+ 4)2 + 9
Q 6 - 6e-4t cos 3t - 8e-4t sin 3t Then

I

dQ dt

50e-4t sin 3t

92

APPLICATlONS TO DIFFERENTIAL EQUATIONS

[CHAP. 3

(b) If E

100 sin 3t, then (2) becomes

d2Q dQ

dt2 + Sat + 25Q

50 sin 3t

Taking the Laplace transform, we find

(82 + 88 + 25)q

150 82+9

and

q

150

(82 + 9)(82 + 88 + 25)

Thus

75 1 75 8 75 1 + 75 s+4
26 82 + 9 - 52 82 + 9 + 26 (8 + 4)2 + 9 52 (8 + 4)2 + 9
Q 25 . 3 75 • 3 + 25 e~4t sin 3t + 75
= 26 sm t 52 sm t -e~4t cos 3t
26 52
~: (2 sin 3t 3 cos 3t) 25
= + - e~4t (3' cos 3t + 2 sin 3t)
52 and

I

dQ at

~~ (2 cos 3t + 3 sin 3t) - ~~ e~4t (17 sin 3t + 6 cos 3t)

For large t, those terms of Q or I which involve e-4t are negligible and these are called. the transient terms or transient part of the solution. The other terms are called the steady-state terms or steady-state part of the solution.

17. Given the electric network of Fig; 3-12, determine the currents in the various branches if the initial currents are zero.

Kirchhoff's second law [see Page 80) states that the algebraic sum of the voltage or potential drops around a closed loop is zero. Let us traverse loops KLMNK and JKNPJ in a clockwise fashion as shown. In traversing these IC:ops we shall consider voltage drops as positive when we 'travel against the current. A voltage rise is considered as the negative of a voltage drop.

Let I be the current in NPJK. This current divides at the junction point K into 11 and 12 so that I = 11 + 12, This is equivalent to Kirchhoff's :first law [see Page 80).

Applying Kirchhoff's second law to loops KLMNK and JKNPJ, we then have respectively

110 volts
P J
2·henrys I
10 ohms 11
N K
20 ohms 4 henrys 12
M L
Fig. 3-12 =

o

or

=

55

subject to the conditions IdO) = 12(0) = o.

CHAP. 3]

ApPLICATIONS TO DIFFERENTIAL EQUATIONS

93

Taking the Laplace transform of the system, and using the initial conditions, we find

-5i1 - {Si1 - II (O)} + 2{si2- I2(0)} + 10i2 = 0

{sil - 11 (O)} + 20i1 + 15i2 55/8

or

(8 + 5)il

(28 + lO)i2

o

(8 + 20)il + 15i2 55/8

From the first equation, i1 = 2i2, so that the second equation yields

55 (28 + 55)i2 =

8

or

55

8(28 + 55)

Then

1 - e-55t/2

APPLICATIONS TO BEAMS

18. A beam which is hinged at its ends x = 0 and x = l [see Fig. 3-13] carries a uniform load Wo per unit length. Find the deflection at any point.

The differential equation and boundary conditions are

Y

0< x < 1

(1)

Fig. 3-13

Y(O) = 0, Y"(O) = 0, Y(l) = 0, Y"(l) = 0 (2)

Taking Laplace transforms ofhoth sides of (1), we have, if y = y(s) = .(' {Y(:\:)}, Wo

- EI8

s4y - 83 Y(O) - 82 Y'(O) - 8 Y"(O) - Y'''(O)

(3)

Using the first two conditions in (2) and the unknown conditions Y'(O) = C1' Y'''(O) = C2, we find

C1 C2 WO
Y ~+ -+ EI85
82 84
Then inverting,
Y(x) + C2X3 + WO X4 + C2X3 + Wox4
C1X 3! E14! c1x 6 24EI From the last two conditions in (2), we find

Thus the required deflection is

Y(x)

=

Wo

-- (13x - 21x3 + x4) 24EI

=

Wo

--x (1- x)(12 + 1x - x2) '24EI

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